A set-indexed fractional Brownian motion

Journal of Theoretical Probability

Volumn 19, Issue 2, 2006, Pages 337-364

  Herbin, Erick ^a   Merzbach, Ely ^b  

^a DASSAULT AVIATION   (France)

^b BAR ILAN UNIVERSITY   (Israel)

Author keywords

Fractional Brownian motion; Gaussian processes; Self similarity; Set indexed processes; Stationarity

Indexed keywords

EID: 33845645826     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-006-0019-0     Document Type: Article

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