Rocky Mountain Journal of Mathematics

From $N$ Parameter Fractional Brownian Motions to $N$ Parameter Multifractional Brownian Motions

Erick Herbin

Full-text: Open access

Article information

Source
Rocky Mountain J. Math. Volume 36, Number 4 (2006), 1249-1284.

Dates
First available: 5 June 2007

Permanent link to this document
http://projecteuclid.org/euclid.rmjm/1181069415

Digital Object Identifier
doi:10.1216/rmjm/1181069415

Mathematical Reviews number (MathSciNet)
MR2274895

Zentralblatt MATH identifier
1135.60020

Subjects
Primary: 62 G 05 60 G 15 60 G 17 60 G 18

Keywords
Fractional Brownian motion Gaussian processes Hölder regularity local asymptotic self-similarity multi-parameter processes

Citation

Herbin, Erick. From $N$ Parameter Fractional Brownian Motions to $N$ Parameter Multifractional Brownian Motions. Rocky Mountain Journal of Mathematics 36 (2006), no. 4, 1249--1284. doi:10.1216/rmjm/1181069415. http://projecteuclid.org/euclid.rmjm/1181069415.


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References

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