A family of series representations of the multiparameter fractional Brownian motion

Details A family of series representations of the multiparameter fractional Brownian motion A family of series representations of the multiparameter fractional Brownian motion

2008-04-25

arxiv.org/abs/0804.4076v2

Mathematics

Probability

18 pages, typos corrected

Scientific paper

We derive a family of series representations of the multiparameter fractional
Brownian motion in the centred ball of radius $R$ in the $N$-dimensional space
$\mathbb{R}^N$. Some known examples of series representations are shown to be
the members of the family under consideration.

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