2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/109093We 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.Published 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)Probability60F15, 60G15, 60G18, 60H05 (Primary)text