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Volumn 17, Issue 1, 2002, Pages 31-43

Drap brownien fractionnaire

Author keywords

Anisotropic fields; Gaussian random fields; Sample path regularity

Indexed keywords


EID: 0036254935     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015260803576     Document Type: Article
Times cited : (85)

References (12)
  • 3
    • 0039403418 scopus 로고
    • Levy's fractional Brownian random field and function spaces
    • Ciesielski, Z. and Kamont, A.: 'Levy's fractional Brownian random field and function spaces', Acta Sci. Math. 60 (1995), 99-118.
    • (1995) Acta Sci. Math. , vol.60 , pp. 99-118
    • Ciesielski, Z.1    Kamont, A.2
  • 5
    • 0033457813 scopus 로고    scopus 로고
    • Fractional integrals and brownian processes
    • Feyel, D. and De La Pradelle, A.: 'Fractional integrals and brownian processes', Potential Anal. 10(3) (1999), 273-288.
    • (1999) Potential Anal. , vol.10 , Issue.3 , pp. 273-288
    • Feyel, D.1    De La Pradelle, A.2
  • 6
    • 0000176104 scopus 로고    scopus 로고
    • On the fractionnal anisotropic Wiener field
    • Kamont, A.: 'On the fractionnal anisotropic Wiener field', Probab. Math. Statist. 16(1) (1996), 85-98.
    • (1996) Probab. Math. Statist. , vol.16 , Issue.1 , pp. 85-98
    • Kamont, A.1
  • 9
    • 0002573194 scopus 로고
    • Fractional Brownian fields as integrals of white noise
    • Lindstrom, T.: 'Fractional Brownian fields as integrals of white noise', Bull. London Math. Soc. 25 (1993), 83-88.
    • (1993) Bull. London Math. Soc. , vol.25 , pp. 83-88
    • Lindstrom, T.1
  • 10
    • 0000501589 scopus 로고
    • Fractional Brownian motion, fractional noises and applications
    • Mandelbrot, B.B. and Van Ness, J.W.: 'Fractional Brownian motion, fractional noises and applications', SIAM Rev. 10 (1968), 422-437.
    • (1968) SIAM Rev. , vol.10 , pp. 422-437
    • Mandelbrot, B.B.1    Van Ness, J.W.2
  • 11
    • 0000659593 scopus 로고
    • An introduction to stochastic partial differential equations
    • Lecture Note 1180, Springer-Verlag, Berlin
    • Walsh, J.B.: 'An introduction to stochastic partial differential equations', in Ecole d'été de probabilités de Saint Flour 1984, Lecture Note 1180, Springer-Verlag, Berlin, 1986, pp. 265-437.
    • (1986) Ecole d'Été de Probabilités de Saint Flour 1984 , pp. 265-437
    • Walsh, J.B.1
  • 12
    • 0000858834 scopus 로고
    • Martingales stochastics integrals for processes with a multi-dimensional parameter
    • Wong, E. and Zakai, M.: 'Martingales and stochastics integrals for processes with a multi-dimensional parameter', Zeit. Wahrsch. 29 (1974), 109-122.
    • (1974) Zeit. Wahrsch. , vol.29 , pp. 109-122
    • Wong, E.1    Zakai, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.