Integral representations and properties of operator fractional Brownian motions

DOI10.3150/10-BEJ259zbMath1284.60079arXiv1102.1822MaRDI 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 representations; long-range dependence; operator fractional Brownian motion; operator self-similarity; time-reversibility; multivariate Brownian motion; dichotomy principle

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60G10: Stationary stochastic processes

60G18: Self-similar stochastic processes

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