A family of series representations of the multiparameter fractional Brownian motion

Anatoliy Malyarenko

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arXiv · 0804.4076

A family of series representations of the multiparameter fractional Brownian motion

Anatoliy Malyarenko

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Abstract

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 $\mathbb{R}^N$. Some known examples of series representations are shown to be the members of the family under consideration.

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Anatoliy Malyarenko. 2008-08-27. A family of series representations of the multiparameter fractional Brownian motion. https://arxiv.org/abs/0804.4076

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