Add to ORKG6 pagesInternational audienceWe prove that a set-indexed process is a set-indexed fractional Brownian motion if and only if its projections on all the increasing paths are one-parameter time changed fractional Brownian motions. As an application, we present an integral representation for such processes
Abstract We show that if a random variable is the final value of an adapted log-Hölder con-tinuous p...
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a produ...
We investigate the main statistical parameters of the integral over time of the fractional Brownian ...
6 pagesInternational audienceWe prove that a set-indexed process is a set-indexed fractional Brownia...
24 pagesInternational audienceWe define and prove the existence of a fractional Brownian motion inde...
18 pagesInternational audienceThe set-indexed fractional Brownian motion (sifBm) has been defined by...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
Abstract. A Brownian time process is a Markov process subordinated to the absolute value of an indep...
The Brownian motion with multi-dimensional time parameter introduced by Paul Lévy can be viewed as a...
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are n...
For 0 < α ≤ 2 and 0 < H < 1, an α-time fractional Brownian motion is an iterated process...
We present new theoretical results on the fractional Brownian motion, including different definition...
AbstractWe prove a change of variable formula for the 2D fractional Brownian motion of index H bigge...
We investigate the main statistical parameters of the integral over time of the fractional Brownian ...
Abstract We show that if a random variable is the final value of an adapted log-Hölder con-tinuous p...
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a produ...
We investigate the main statistical parameters of the integral over time of the fractional Brownian ...
6 pagesInternational audienceWe prove that a set-indexed process is a set-indexed fractional Brownia...
24 pagesInternational audienceWe define and prove the existence of a fractional Brownian motion inde...
18 pagesInternational audienceThe set-indexed fractional Brownian motion (sifBm) has been defined by...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
Abstract. A Brownian time process is a Markov process subordinated to the absolute value of an indep...
The Brownian motion with multi-dimensional time parameter introduced by Paul Lévy can be viewed as a...
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are n...
For 0 < α ≤ 2 and 0 < H < 1, an α-time fractional Brownian motion is an iterated process...
We present new theoretical results on the fractional Brownian motion, including different definition...
AbstractWe prove a change of variable formula for the 2D fractional Brownian motion of index H bigge...
We investigate the main statistical parameters of the integral over time of the fractional Brownian ...
Abstract We show that if a random variable is the final value of an adapted log-Hölder con-tinuous p...
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a produ...
We investigate the main statistical parameters of the integral over time of the fractional Brownian ...