A generalisation of the fractional Brownian field based on non-Euclidean norms

Author:

Molchanov Ilya,Ralchenko Kostiantyn

Funder

Swiss National Science Foundation

Swiss Government Excellence Scholarship

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference35 articles.

1. Random Fields and Geometry;Adler,2007

2. Harmonic Analysis on Semigroups;Berg,1984

3. Fractional Poisson field and fractional Brownian field: why are they resembling but different?;Biermé;Electron. Commun. Probab.,2013

4. Sub-fractional Brownian motion and its relation to occupation times;Bojdecki;Statist. Probab. Lett.,2004

5. Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems;Bojdecki;Electron. Commun. Probab.,2007

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