Academia.eduAcademia.edu
paper cover icon
Notes on the two-dimensional fractional Brownian motion

Notes on the two-dimensional fractional Brownian motion

2006
Fabrice Baudoin
Abstract
Abstract We study the two-dimensional fractional Brownian motion with Hurst parameter H> ½. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some asymptotic properties of the motion.

Fabrice Baudoin hasn't uploaded this paper.

Let Fabrice know you want this paper to be uploaded.

Ask for this paper to be uploaded.