FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL

FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL

Fractional brownian sheet or two parameter fractional brownian motion and some important properties with selfsimilar and stationary increments are presented. Moreover, two representations for hBf analogous to moving average and on an interval representations for fractional brownian motion are includ...

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Bibliographic Details
Main Authors:	Blanco Castañeda Liliana, Garzón Merchán Johanna
Format:	Article
Language:	English
Published:	Universidad Nacional de Colombia 2005-11-01
Series:	Revista Colombiana de Estadística
Subjects:	Fractional Brownian motion two-parameter stochastic processes Brownian sheet selfsimilary processes stationary increments processes
Online Access:	http://www.revistas.unal.edu.co/index.php/estad/article/view/28878

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