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Revista Colombiana de Estadística
Print version ISSN 0120-1751
Abstract
BLANCO CASTANEDA, LILIANA and GARZON MERCHAN, JOHANNA. Fractional Brownian Sheet. Rev.Colomb.Estad. [online]. 2005, vol.28, n.2, pp.193-205. ISSN 0120-1751.
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.
Keywords : Fractional Brownian motion; two-parameter stochastic processes; Brownian sheet; selfsimilary processes; stationary increments processes.