TY - JOUR
T1 - A characterization of the set-indexed fractional Brownian motion by increasing paths
AU - Herbin, Erick
AU - Merzbach, Ely
PY - 2006/12
Y1 - 2006/12
N2 - We prove that a set-indexed process is a set-indexed fractional Brownian motion if and only if its projections on all the increasing paths are one-parameter time changed fractional Brownian motions. As an application, we present an integral representation for such processes. To cite this article: E. Herbin, E. Merzbach, C. R. Acad. Sci. Paris, Ser. I 343 (2006).
AB - We prove that a set-indexed process is a set-indexed fractional Brownian motion if and only if its projections on all the increasing paths are one-parameter time changed fractional Brownian motions. As an application, we present an integral representation for such processes. To cite this article: E. Herbin, E. Merzbach, C. R. Acad. Sci. Paris, Ser. I 343 (2006).
UR - http://www.scopus.com/inward/record.url?scp=33845399061&partnerID=8YFLogxK
U2 - 10.1016/j.crma.2006.11.009
DO - 10.1016/j.crma.2006.11.009
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SN - 1631-073X
VL - 343
SP - 767
EP - 772
JO - Comptes Rendus Mathematique
JF - Comptes Rendus Mathematique
IS - 11-12
ER -