Polar functions of multiparameter bifractional Brownian sheets

DOI10.1007/S10255-007-7084-8MaRDI QIDQ844059zbMATH OpenOpenAlexFDO

Authors Zhenlong Chen

Publication date 18 January 2010

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-007-7084-8

zbMATH Keywords

capacityHausdorff dimensionpacking dimensionpolar functionbifractional Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Brownian motion (60J65) Sample path properties (60G17)

Recommendations

• Polar sets of multiparameter bifractional Brownian sheets
• Intersections and polar functions of fractional Brownian sheets
• scientific article; zbMATH DE number 883188
• Polar sets of fractional Brownian sheets
• Dimension results of multifractional Brownian sheets

Cites work

• scientific article; zbMATH DE number 3911357 (Why is no real title available?)
• scientific article; zbMATH DE number 3919459 (Why is no real title available?)
• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
• scientific article; zbMATH DE number 1500160 (Why is no real title available?)
• scientific article; zbMATH DE number 2096694 (Why is no real title available?)
• scientific article; zbMATH DE number 883188 (Why is no real title available?)
• Anisotropic analysis of some Gaussian models
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Gaussian moving averages, semimartingales and option pricing.
• Identification of the Hurst index of a step fractional Brownian motion
• Local times of fractional Brownian sheets
• On bifractional Brownian motion
• Possible long-range dependence in fractional random fields.
• Sample path properties of bifractional Brownian motion
• Two definitions of fractional dimension
• “Polar”-functions for Brownian motion

Cited in

(6)

• Polar sets of multiparameter bifractional Brownian sheets
• Polar functions for \(N\)-parameter \(d\)-dimensional generalized Wiener processes
• Asymptotic behavior for bi-fractional regression models via Malliavin calculus
• Intersections and polar functions of fractional Brownian sheets
• Hausdorff measure of space anisotropic Gaussian processes with non-stationary increments
• Polar functions for fractional Brownian motion

This page was built for publication: Polar functions of multiparameter bifractional Brownian sheets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q844059)