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Journal articles
A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths
Abstract : We prove that a set-indexed process is a set-indexed fractional Brownian motion if and only if its projections on all the increasing paths are one-parameter time changed fractional Brownian motions. As an application, we present an integral representation for such processes.
https://hal-ecp.archives-ouvertes.fr/hal-00652070
Contributor : Erick Herbin <>
Submitted on : Wednesday, December 14, 2011 - 6:00:04 PM
Last modification on : Wednesday, April 8, 2020 - 4:05:41 PM
Contributor : Erick Herbin <>
Submitted on : Wednesday, December 14, 2011 - 6:00:04 PM
Last modification on : Wednesday, April 8, 2020 - 4:05:41 PM
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