Singularity of Fractional Brownian Motions with Different Hurst Indices

DOI10.1080/07362990701857277zbMATH Open1153.60020OpenAlexW4256153537MaRDI QIDQ5459760FDOQ5459760

Authors: B. L. S. Prakasa Rao 

Publication date: 29 April 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990701857277

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zbMATH Keywords

fractional Brownian motionHurst indexsingularity for measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Continuity and singularity of induced measures (60G30)

Cites Work

• Title not available (Why is that?)
• Stochastic analysis of the fractional Brownian motion
• Title not available (Why is that?)

Cited In (10)

• Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model
• Fractional processes and their statistical inference: an overview
• Path Properties of Dilatively Stable Processes and Singularity of Their Distributions
• Singularity functions for fractional processes: application to the fractional Brownian sheet
• Conditions for singularity for measures generated by two fractional psuedo-diffusion processes
• Singularity of Subfractional Brownian Motions with Different Hurst Indices
• Isolated singularities in the heat equation behaving like fractional Brownian motions
• Singularity of generalized grey Brownian motions with different parameters
• α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
• Singularity among selfsimilar Gaussian random fields with different scaling parameters and others

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