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

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dc.creatorHerbin, Erick
dc.creatorMerzbach, Ely
dc.date2006-07-22
dc.date.accessioned2026-07-07T07:20:50Z
dc.date.available2026-07-07T07:20:50Z
dc.descriptionWe 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.
dc.description6 pages
dc.identifierhttps://arxiv.org/abs/math/0607575
dc.identifierhttp://arxiv.org/abs/math/0607575
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/115089
dc.subjectProbability
dc.subject62G05; 60G15; 60G17; 60G18
dc.titleA Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths
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