Propagation of singularities in the semi-fractional Brownian sheet

Jochen Blath and Andreas Martin

Stochastic Processes and their Applications, 2008, vol. 118, issue 7, 1264-1277

Abstract: Let X be a semi-fractional Brownian sheet, that is a centred and continuous Gaussian random field with . We provide, for [alpha][set membership, variant](0,2), an analysis of the propagation of singularities into the fractional direction of X. Here, singularities are times where the law of the iterated logarithm fails, such as fast points.

Keywords: Propagation; of; singularities; Fractional; Brownian; motion; Semi-fractional; Brownian; sheet; Gaussian; random; field; Fast; points (search for similar items in EconPapers)
Date: 2008
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(07)00158-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:118:y:2008:i:7:p:1264-1277

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().