Representations of isotropic Gaussian random fields with homogeneous increments

DOI10.1155/JAMSA/2006/72731zbMath1147.60317MaRDI QIDQ937478

Kacha Dzhaparidze, Harry van Zanten, Pawel Zareba

Publication date: 15 August 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54622

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) General theory of stochastic processes (60G07) Stochastic integrals (60H05)

Related Items (2)

An optimal series expansion of the multiparameter fractional Brownian motion ⋮ Series representations and simulations of isotropic random fields in the Euclidean space

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