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Author Herbin, Erick ♦ Merzbach, Ely
Source CiteSeerX
Content type Text
File Format PDF
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Classical Fractional Brownian Motion ♦ Fractional Brownian Motion ♦ Multiparameter Brownian Motion ♦ Fractional Brownian Sheet ♦ Multiparameter Fractional Brownian Motion ♦ Different Notion ♦ Set-indexed Process Summary ♦ Multiparameter Process ♦ Fractional Property
Description set-indexed processes Summary. We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed. Relations with the Lévy fractional Brownian motion and with the fractional Brownian sheet are discussed. Different notions of stationarity of the increments for a multiparameter process are studied and applied to the fractional property. Using self-similarity we present a characterization for such processes. Finally, behavior of the multiparameter fractional Brownian motion along increasing paths is analysed. 1
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study
Learning Resource Type Article
Publisher Date 2006-01-01
Publisher Institution in Proceedings of VK60 Math Everywhere Workshop