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Seminar on Stochastic Analysis, Random Fields and Applications VIA Family of Series Representations of the Multiparameter Fractional Brownian Motion

Seminar on Stochastic Analysis, Random Fields and Applications VI: A Family of Series... [We derive a family of series representations of the multiparameter fractional Brownian motion in the centred ball of radius R in theNdimensional space RN. Some known examples of series representations are shown to be the members of the family under consideration.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Seminar on Stochastic Analysis, Random Fields and Applications VIA Family of Series Representations of the Multiparameter Fractional Brownian Motion

Part of the Progress in Probability Book Series (volume 63)
Editors: Dalang, Robert; Dozzi, Marco; Russo, Francesco

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References (13)

Publisher
Springer Basel
Copyright
© Springer Basel AG 2011
ISBN
978-3-0348-0020-4
Pages
209 –226
DOI
10.1007/978-3-0348-0021-1_14
Publisher site
See Chapter on Publisher Site

Abstract

[We derive a family of series representations of the multiparameter fractional Brownian motion in the centred ball of radius R in theNdimensional space RN. Some known examples of series representations are shown to be the members of the family under consideration.]

Published: Feb 4, 2011

Keywords: Multiparameter fractional Brownian motion; series representation; Meijer G -function

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