Fractional Brownian motion via fractional Laplacian

Tomasz Bojdecki and Luis G. Gorostiza

Statistics & Probability Letters, 1999, vol. 44, issue 1, 107-108

Abstract: A new and short proof of existence of the fractional Brownian field with exponent [alpha]/2,[alpha][set membership, variant](0,2], is given in terms of the fractional power of the Laplacian.

Keywords: Fractional; Brownian; motion; Fractional; Laplacian (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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