A set-indexed fractional Brownian motion

DOI10.1007/s10959-006-0019-0zbMath1120.60035arXivmath/0503211MaRDI QIDQ867075

Erick Herbin, Ely Merzbach

Publication date: 14 February 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503211

zbMATH Keywords

fractional Brownian motion; Gaussian processes; self-similarity; stationarity; set-indexed processes

Mathematics Subject Classification ID

60G15: Gaussian processes

60G17: Sample path properties

60G18: Self-similar stochastic processes

Related Items

Simulations for Karlin random fields, Local Hölder regularity for set-indexed processes, Stable processes with stationary increments parameterized by metric spaces, A characterization of the set-indexed fractional Brownian motion by increasing paths, An increment-type set-indexed Markov property, Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion, Some singular sample path properties of a multiparameter fractional Brownian motion, Selected topics in the generalized mixed set-indexed fractional Brownian motion, A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter, Karhunen-Loève expansion of a set indexed fractional Brownian motion, Fractional Poisson fields, Invariance principles for self-similar set-indexed random fields, Sample Paths Properties of the Set-Indexed Fractional Brownian Motion

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