Strong Local Nondeterminism of Spherical Fractional Brownian Motion

2017/07/17 by Lan, Xiaohong, Xiao, Yimin
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1707.05021

Abstract

Let B = \ B( x), x∈ \mathbbS²\ be the fractional Brownian motion indexed by the unit sphere \mathbbS² with index 0

Related

• Extremes of Spherical Fractional Brownian Motion
• The Multiple Points of Fractional Brownian Motion
• Persistence probabilities of spherical fractional Brownian motion
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2
• Survival exponents for fractional Brownian motion with multivariate time