Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems

Details Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems

2007-02-23

arxiv.org/abs/math/0702708v2

Elect. Comm. in Probab. 12 (2007), 161-172

Mathematics

Probability

11 pages; minor corrections and changes in notation

Scientific paper

10.1214/ECP.v12-1272

In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance \int_0^{s\wedge t} u^a [(t-u)^b+(s-u)^b]du, parameters a>-1, -1

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