Título: Spherical and Hyperbolic Fractional Brownian Motion
Autores: Istas, Jacques; Université Pierre Mendès
Fecha: 2005-01-01
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article

Tema: No aplica
Descripción: We define a Fractional Brownian Motion indexed by a sphere, or more generally by a compact rank one symmetric space, and prove that it exists if, and only if, $0 < H \leq 1/2$. We then prove that Fractional Brownian Motion indexed by an hyperbolic space exists if, and only if, $0 < H \leq 1/2$. At last, we prove that Fractional Brownian Motion indexed by a real tree exists when $0 < H \leq 1/2$.
Idioma: No aplica

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