Fractional Brownian Sheet   

Liliana Blanco & Garzón Johanna

 

 

Abstract

Fractional brownian sheet or two parameter fractional brownian motion and some important properties with selfsimilar and stationary increments are presented. Moreover, two representations for hBf analogous to moving average and on an interval representations for fractional brownian motion are included.

 

Key words: Fractional Brownian motion, Two-parameter stochastic processes, Brownian sheet, Selfsimilary processes, Stationary increments processes.

 

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