Abstract

In this short note we prove that an infinite dimensional fractional Brownian motion B H of any Hurst parameter $${H \in (0, 1)}$$ forms an ergodic metric dynamical system. For the proof we mainly use the fundamental theorems of Kolmogorov.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call