Integral representations and properties of operator fractional Brownian motions

DOI10.3150/10-BEJ259zbMath1284.60079arXiv1102.1822OpenAlexW1974673435MaRDI QIDQ637087

Vladas Pipiras, Gustavo Didier

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.1822

zbMATH Keywords

integral representationslong-range dependenceoperator fractional Brownian motionoperator self-similaritytime-reversibilitymultivariate Brownian motiondichotomy principle

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

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