The multiparameter fractional brownian motion

Math Everywhere: Deterministic and Stochastic Modelling in Biomedicine, Economics and Industry. Dedicated to the 60th Birthday of Vincenzo Capasso

Volumn , Issue , 2007, Pages 93-101

  Herbin, Erick ^a   Merzbach, Ely ^b  

^a DASSAULT AVIATION   (France)

^b BAR ILAN UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 82355174413     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-540-44446-6_8     Document Type: Chapter

References (6)

1. Herbin, E.: From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions. Rocky Mountain J. Math. (2006).
2. Herbin, E., Merzbach, E.: A set-indexed fractional Brownian motion. J. Theoret. Probab., to appear (2006).
3. Ivanoff, G.: Set-indexed processes: Distributions and weak convergence. In: Topics in Spatial Stochastic Processes, Lecture Notes in Mathematics, 1802, 85-126, Springer (2003).
4. Ivanoff, G., Merzbach, E.: Set-Indexed Martingales, Chapman & Hall/CRC, 2000.
5. Leger, S., Pontier, M.: Drap brownien fractionnaire. CRAS 329 sérieI, 893-898 (1999).
6. Samorodnitsky, G., Taqqu, M.S.: Stable Non-Gaussian Random Processes. Chapman & Hall (1994).