Publié le : 2006-08-14
Classification:
Fractional Brownian motion,
Gaussian processes,
Hölder regularity,
local asymptotic self-similarity,
multi-parameter processes,
62,
G,
05,
60 G 15,
60 G 17,
60 G 18
@article{1181069415,
author = {Herbin, Erick},
title = {From $N$ Parameter Fractional Brownian Motions to $N$ Parameter Multifractional Brownian Motions},
journal = {Rocky Mountain J. Math.},
volume = {36},
number = {6},
year = {2006},
pages = { 1249-1284},
language = {en},
url = {http://dml.mathdoc.fr/item/1181069415}
}
Herbin, Erick. From $N$ Parameter Fractional Brownian Motions to $N$ Parameter Multifractional Brownian Motions. Rocky Mountain J. Math., Tome 36 (2006) no. 6, pp. 1249-1284. http://gdmltest.u-ga.fr/item/1181069415/