A set-indexed fractional Brownian motion
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Publication:867075
DOI10.1007/s10959-006-0019-0zbMath1120.60035arXivmath/0503211MaRDI QIDQ867075
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
fractional Brownian motion; Gaussian processes; self-similarity; stationarity; set-indexed processes
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