mdh.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A family of series representations of the multiparameter fractional Brownian motion
Mälardalen University, School of Education, Culture and Communication. (MERO)ORCID iD: 0000-0002-0139-0747
2011 (English)In: SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS VI / [ed] Dalang, RC; Dozzi, M; Russo, F, Birkhäuser , 2011, 209-226 p.Conference paper, (Refereed)
Abstract [en]

We derive a family of series representations of the multiparameter fractional Brownian motion in the centred ball of radius R in the N-dimensional space R^N. Some known examples of series representations are shown to be the members of the family under consideration.

Place, publisher, year, edition, pages
Birkhäuser , 2011. 209-226 p.
Series
Progress in Probability, ISSN 1050-6977 ; 63
Keyword [en]
Multiparameter fractional Brownian motion, series representation, Meijer G-function
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-13346DOI: 10.1007/978-3-0348-0021-1_14ISI: 000291709800014ISBN: 978-3-0348-0020-4 (print)OAI: oai:DiVA.org:mdh-13346DiVA: diva2:459460
Conference
6th Seminar on Stochastic Analysis, Random Fields and Applications Location: Ctr Stefano Franscini, Ascona, SWITZERLAND Date: MAY 19-23, 2008
Available from: 2011-11-28 Created: 2011-11-25 Last updated: 2013-10-24Bibliographically approved

Open Access in DiVA

fulltext(313 kB)66 downloads
File information
File name FULLTEXT01.pdfFile size 313 kBChecksum SHA-512
dd8bf42a63e817a92a23829d9f9b8c05fe19651a0a23870dcea03a1976442222a66a741c1bce49bdb6a112361034d1775fd3e7d3343beaf0cec1871e7df0d49f
Type fulltextMimetype application/pdf

Other links

Publisher's full text

Search in DiVA

By author/editor
Malyarenko, Anatoliy
By organisation
School of Education, Culture and Communication
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 66 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 134 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf