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A family of series representations of the multiparameter fractional Brownian motion 2011 (English)In: SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS VI / [ed] Dalang, RC; Dozzi, M; Russo, F, Birkhäuser , 2011, Vol. 63, p. 209-226Conference paper, Published 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. Vol. 63, p. 209-226

Series

Progress in Probability, ISSN 1050-6977 ; 63

Keywords [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: 000291709800014Scopus ID: 2-s2.0-85145089753ISBN: 978-3-0348-0020-4 (print)OAI: oai:DiVA.org:mdh-13346DiVA, id: 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: 2023-01-11Bibliographically approved

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Malyarenko, Anatoliy

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Malyarenko, Anatoliy

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School of Education, Culture and Communication

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