Notes on the two-dimensional fractional Brownian motion

Annals of Probability

Volumn 34, Issue 1, 2006, Pages 159-180

  Baudoin, Fabrice ^a,c   Nualart, David ^b  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b UNIVERSITY OF BARCELONA   (Spain)

^c INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Ergodic theorem; Functionals of fractional Brownian motion; Planar fractional Brownian motion; Stochastic integrals; Windings

Indexed keywords

EID: 33644937071     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117905000000288     Document Type: Article

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