 |
 |
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 Connect in order to contact the contributor
Submitted on : Wednesday, December 14, 2011 - 6:00:04 PM
Last modification on : Saturday, November 27, 2021 - 3:01:26 AM
Contributor : Erick Herbin Connect in order to contact the contributor
Submitted on : Wednesday, December 14, 2011 - 6:00:04 PM
Last modification on : Saturday, November 27, 2021 - 3:01:26 AM
Links full text
