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2012 Erratum: A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
Carl Mueller, Zhixin Wu
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Electron. Commun. Probab. 17: 1-10 (2012). DOI: 10.1214/ECP.v17-1774

Abstract

We give a new representation of fractional Brownian motion with Hurst parameter H<1/2 using stochastic partial differential equations. This representation allows us to use the Markov property and time reversal, tools which are not usually available for fractional Brownian motion. We then give simple proofs that fractional Brownian motion does not hit points in the critical dimension, and that it does not have double points in the critical dimension. These facts were already known, but our proofs are quite simple and use some ideas of Lévy.

This is an Erratum for ECP volume 14 paper number 6

Citation

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Carl Mueller. Zhixin Wu. "Erratum: A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand." Electron. Commun. Probab. 17 1 - 10, 2012. https://doi.org/10.1214/ECP.v17-1774

Information

Accepted: 30 January 2012; Published: 2012
First available in Project Euclid: 7 June 2016

zbMATH: 1247.60095
MathSciNet: MR2878743
Digital Object Identifier: 10.1214/ECP.v17-1774

Subjects:
Primary: 60H15
Secondary: 35K05, 35R60

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