Fractional Gaussian fields: a survey
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Publication:5965312
DOI10.1214/14-PS243zbMath1334.60055arXiv1407.5598OpenAlexW1802288072MaRDI QIDQ5965312
Scott Sheffield, Samuel S. Watson, Asad Lodhia, Xin Sun
Publication date: 3 March 2016
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.5598
Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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Uses Software
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