A family of series representations of the multiparameter fractional Brownian motion
Abstract
Description
We derive a family of series representations of the multiparameter fractional Brownian motion in the centred ball of radius $R$ in the $N$-dimensional space $\mathbb{R}^N$. Some known examples of series representations are shown to be the members of the family under consideration.
18 pages, typos corrected
18 pages, typos corrected