The Multiparameter Fractional Brownian Motion

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dc.creatorHerbin, Erick
dc.creatorMerzbach, Ely
dc.date2006-05-10
dc.date.accessioned2026-07-07T07:14:06Z
dc.date.available2026-07-07T07:14:06Z
dc.descriptionWe define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed. Relations with the Lévy fractional Brownian motion and with the fractional Brownian sheet are discussed. Different notions of stationarity of the increments for a multiparameter process are studied and applied to the fractional property. Using self-similarity we present a characterization for such processes. Finally, behavior of the multiparameter fractional Brownian motion along increasing paths is analysed.
dc.description9 pages
dc.identifierhttps://arxiv.org/abs/math/0605279
dc.identifierhttp://arxiv.org/abs/math/0605279
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/112739
dc.subjectProbability
dc.subject62G05, 60G15, 60G17, 60G18
dc.titleThe Multiparameter Fractional Brownian Motion
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