Abstract

Chapter 4 treats multiparameter self-similar processes. The main focus is on the fractional Brownian sheet and on the multiparameter Hermite processes. We describe various properties of these processes such as the self-similarity, the stationarity of the increments, continuity or their stochastic integral representation.

Full Text
Paper version not known

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

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.