Blath, Jochen; Martin, Andreas - In: Stochastic Processes and their Applications 118 (2008) 7, pp. 1264-1277
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...