Singularity of Fractional Brownian Motions with Different Hurst Indices

DOI10.1080/07362990701857277MaRDI QIDQ5459760zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1715060 (Why is no real title available?)
• scientific article; zbMATH DE number 1495490 (Why is no real title available?)
• Stochastic analysis of the fractional Brownian motion

Cited in

(11)

• Isolated singularities in the heat equation behaving like fractional Brownian motions
• 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
• α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
• Singularity among selfsimilar Gaussian random fields with different scaling parameters and others
• Path properties of dilatively stable processes and singularity of their distributions
• Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model
• Singularity of generalized grey Brownian motions with different parameters
• Fractional processes and their statistical inference: an overview
• Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions

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