Publication Date:
2011-06-21
Description:
Dongsheng Wu Let X={X(t), t[is-an-element-of][openface R]} be an (N, d)-mixed fractional Brownian sheet, that is, X(t) = B(t) + aB(t) for all t[is-an-element-of][openface R], where B and B are two independent (N, d)-fractional Brownian sheets with Hurst indices alpha = (alpha, …, alpha) [is-an-element-of ... [J. Math. Phys. 52, 063510 (2011)] published Mon Jun 20, 2011.
Print ISSN:
0022-2488
Electronic ISSN:
1089-7658
Topics:
Mathematics
,
Physics
Permalink