A characterization of the set-indexed fractional Brownian motion by increasing paths

Comptes Rendus Mathematique

Volumn 343, Issue 11-12, 2006, Pages 767-772

  Herbin, Erick ^a   Merzbach, Ely ^b  

^a DASSAULT AVIATION   (France)

^b BAR ILAN UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33845399061     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2006.11.009     Document Type: Article

References (5)

1. E. Herbin, E. Merzbach, A set-indexed fractional Brownian motion, J. Theoret. Probab. (2006), in press
2. E. Herbin, E. Merzbach, The multiparameter fractional Brownian motion, in: Proceedings of VK60 Math Everywhere Workshop, 2006, in press
3. Ivanoff G. Set-indexed processes: distributions and weak convergence. Topics in Spatial Stochastic Processes. Lecture Notes in Mathematics vol. 1802 (2003), Springer 85-126
4. Ivanoff G., and Merzbach E. Set-Indexed Martingales (2000), Chapman & Hall/CRC
5. Rogers C.A. Hausdorff Measures (1970), Cambridge Univ. Press