Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion

Journal of Theoretical Probability

Volumn 22, Issue 4, 2009, Pages 1010-1029

  Herbin, Erick ^a   Merzbach, Ely ^b  

^a ECOLE CENTRALE PARIS   (France)

^b BAR ILAN UNIVERSITY   (Israel)

Author keywords

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

Indexed keywords

EID: 70350719885     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-008-0180-8     Document Type: Article

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