A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths
Probability
2007-05-23 v1
Abstract
We prove that a set-indexed process is a set-indexed fractional Brownian motion if and only if its projections on all the increasing paths are one-parameter time changed fractional Brownian motions. As an application, we present an integral representation for such processes.
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Cite
@article{arxiv.math/0607575,
title = {A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths},
author = {Erick Herbin and Ely Merzbach},
journal= {arXiv preprint arXiv:math/0607575},
year = {2007}
}
Comments
6 pages