Richard, Alexandre - In: Stochastic Processes and their Applications 125 (2015) 4, pp. 1394-1425
fractional Brownian motion. Then, we apply these general results to multiparameter and set-indexed processes, proving the … Brownian motion. This field encompasses a large class of existing fractional Brownian processes, such as Lévy fractional …(T,m), (T,m) a separable measure space, where the first coordinate corresponds to the Hurst parameter of fractional …