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Selected Topics in the Generalized Mixed Set-Indexed Fractional Brownian Motion
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2021-03-11 , DOI: 10.1007/s10959-021-01077-6
Arthur Yosef

In this paper, we explore the generalized mixed fractional Brownian motion in the set-indexed framework and generalize several recent results from Miao et al. (Lecture Notes and Math, Springer, New York, 2008), Zili (J. Appl. Math. Stoch. Anal. 30:1–9, 2006) and Thale (Appl. Math. Sci. 3(28):1885–1901, 2009). We present the characterization of generalized mixed set-indexed fractional Brownian motion (gmsifBM) by flows, and we extend some selected aspects to the gmsifBM for the following issues: stationary increments, self-similarity, long-range dependence, Hölder continuity, differentiability, Hausdorff dimension, etc.



中文翻译:

广义混合集索引分数阶布朗运动中的选定主题

在本文中,我们探索了在集合索引框架中的广义混合分数布朗运动,并概括了Miao等人的一些最新结果。(讲座笔记和数学,施普林格,纽约,2008年),齐利(J.应用数学斯托克。肛门。30:1–9,2006年)和塞勒(应用数学科学3:(28):1885- 1901,2009)。我们通过流来描述广义混合集索引的分数布朗运动(gmsifBM)的特征,并针对以下问题将一些选定的方面扩展到gmsifBM:平稳增量,自相似性,远距离依赖性,Hölder连续性,可微性, Hausdorff尺寸等

更新日期:2021-03-11
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