A fractional Brownian field

Authors
Leger, S Pontier, M
Citation
S. Leger et M. Pontier, A fractional Brownian field, CR AC S I, 329(10), 1999, pp. 893-898
Citations number
8
Categorie Soggetti
Mathematics
Journal title
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
ISSN journal
07644442 → ACNP
Volume
329
Issue
10
Year of publication
1999
Pages
893 - 898
Database
ISI
SICI code
0764-4442(19991115)329:10<893:AFBF>2.0.ZU;2-G
Abstract
A random field is defined as a (alpha, beta)-fractional integral of a white noise measure. This field is autosimilar and admits stationary increments. The trajectories of the fractional Brownian field are Holder continuous, a nd the field is uniformly continuous with respect to the parameters (alpha, beta). (C) 1999 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.