Notes on the two-dimensional fractional Brownian motion

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dc.creatorBaudoin, Fabrice
dc.creatorNualart, David
dc.date2006-02-24
dc.date.accessioned2026-07-07T07:03:45Z
dc.date.available2026-07-07T07:03:45Z
dc.descriptionWe study the two-dimensional fractional Brownian motion with Hurst parameter $H>{1/2}$. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some asymptotic properties of the motion.
dc.descriptionPublished at http://dx.doi.org/10.1214/009117905000000288 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0602547
dc.identifierhttp://arxiv.org/abs/math/0602547
dc.identifierAnnals of Probability 2006, Vol. 34, No. 1, 159-180
dc.identifierdoi:10.1214/009117905000000288
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/109093
dc.subjectProbability
dc.subject60F15, 60G15, 60G18, 60H05 (Primary)
dc.titleNotes on the two-dimensional fractional Brownian motion
dc.typetext

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