A characterization of the set-indexed fractional Brownian motion by increasing paths

DOI10.1016/j.crma.2006.11.009zbMath1108.60030arXivmath/0607575OpenAlexW2020033252MaRDI QIDQ858934

Ely Merzbach, Erick Herbin

Publication date: 11 January 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607575

zbMATH Keywords

Gaussian processself-similaritystationarityRadon measurelocally compact metric space

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

Related Items (6)

A group action on increasing sequences of set-indexed Brownian motions ⋮ Karhunen-Loève expansion of a set indexed fractional Brownian motion ⋮ Selected topics in the generalized mixed set-indexed fractional Brownian motion ⋮ Set indexed strong martingales and path independent variation ⋮ Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion ⋮ Set-indexed Brownian motion on increasing paths

Cites Work

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• A set-indexed fractional Brownian motion
• The Multiparameter Fractional Brownian Motion

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