✦ LIBER ✦

Fractional Brownian motion via fractional Laplacian

✍ Scribed by Tomasz Bojdecki; Luis G. Gorostiza

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 61 KB
Volume: 44
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(99)00014-0

No coin nor oath required. For personal study only.

✦ Synopsis

A new and short proof of existence of the fractional Brownian ÿeld with exponent =2; ∈ (0; 2], is given in terms of the fractional power of the Laplacian.

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