A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We 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.
6 pages

Keywords

Probability, 62G05; 60G15; 60G17; 60G18

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/115089

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0607575
 http://arxiv.org/abs/math/0607575

Collections

arXiv