Add to ORKGSelfsimilar processes and fractional Brownian motion (fBm) A process fX (t) , t 0g is selfsimilar if for any a there is b such that fX (at)g d = fbX (t)g b = aH, process Hselfsimilar (or Hss)- (Hurst exponent) A process has stationary increments (si) if any distribution of fX (t + h) X (t) , t 0g is independent of t 0 Theorem: If fX (t) , t 0g is real-valued, H-ss with stationary increments and E h X (1)
In this note we extend a classical equivalence result for Gaussian stationary processes to the more ...
We study and answer the question posed in the title. The answer is derived from some new necessary a...
Brownian motions have played an increasingly important role in many fields of application such as hy...
on the occasion of his 70th birthday Selfsimilar processes such as fractional Brownian motion are st...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
The object of this note is to parallel two properties of stochastic processes: self-similarity (ss) ...
The exponent of a semi-selfsimilar process is shown to exist under the mere assumption of stochastic...
We study several properties of the sub-fractional Brownian motion introduced by Bojdecki, Gorostiza ...
We show that the distribution of the square of the supremum of reflected fractional Brownian motion ...
We consider the full weak convergence, in appropriate function spaces, of systems of noninteracting ...
Self-similar stochastic processes are used for stochastic modeling whenever it is expected that long...
Generalizing Brownian motion (BM), fractional Brownian motion (FBM) is a paradigmatic selfsimilar mo...
The theory of fractional Brownian motion and other long-memory processes are addressed in this volum...
18 pagesInternational audienceThe set-indexed fractional Brownian motion (sifBm) has been defined by...
Abstract. We consider simulation of Sub ’ð Þ-processes that are weakly selfsimilar with stationary i...
In this note we extend a classical equivalence result for Gaussian stationary processes to the more ...
We study and answer the question posed in the title. The answer is derived from some new necessary a...
Brownian motions have played an increasingly important role in many fields of application such as hy...
on the occasion of his 70th birthday Selfsimilar processes such as fractional Brownian motion are st...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
The object of this note is to parallel two properties of stochastic processes: self-similarity (ss) ...
The exponent of a semi-selfsimilar process is shown to exist under the mere assumption of stochastic...
We study several properties of the sub-fractional Brownian motion introduced by Bojdecki, Gorostiza ...
We show that the distribution of the square of the supremum of reflected fractional Brownian motion ...
We consider the full weak convergence, in appropriate function spaces, of systems of noninteracting ...
Self-similar stochastic processes are used for stochastic modeling whenever it is expected that long...
Generalizing Brownian motion (BM), fractional Brownian motion (FBM) is a paradigmatic selfsimilar mo...
The theory of fractional Brownian motion and other long-memory processes are addressed in this volum...
18 pagesInternational audienceThe set-indexed fractional Brownian motion (sifBm) has been defined by...
Abstract. We consider simulation of Sub ’ð Þ-processes that are weakly selfsimilar with stationary i...
In this note we extend a classical equivalence result for Gaussian stationary processes to the more ...
We study and answer the question posed in the title. The answer is derived from some new necessary a...
Brownian motions have played an increasingly important role in many fields of application such as hy...