Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres
Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 1, pp. 106-132
Voir la notice de l'article provenant de la source Math-Net.Ru
This paper provides series expansions for fractional Brownian motions on the unit ball and the unit sphere by means of ultraspherical polynomials and spherical harmonics. It establishes the property of strong local nondeterminism of isotropic Gaussian random fields on the unit sphere and that of fractional and bifractional Brownian motions on the unit ball and the unit sphere.
Keywords:
conditionally negative definiteness, distance function on the ball, spherical harmonics, trifractional Brownian motion, ultraspherical polynomial.
@article{TVP_2023_68_1_a6,
author = {T. Lu and Ch. Ma and F. Wang},
title = {Series expansions of fractional {Brownian} motions and strong local nondeterminism of bifractional {Brownian} motions on balls and spheres},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {106--132},
publisher = {mathdoc},
volume = {68},
number = {1},
year = {2023},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a6/}
}
TY - JOUR AU - T. Lu AU - Ch. Ma AU - F. Wang TI - Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2023 SP - 106 EP - 132 VL - 68 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a6/ LA - ru ID - TVP_2023_68_1_a6 ER -
%0 Journal Article %A T. Lu %A Ch. Ma %A F. Wang %T Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres %J Teoriâ veroâtnostej i ee primeneniâ %D 2023 %P 106-132 %V 68 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a6/ %G ru %F TVP_2023_68_1_a6
T. Lu; Ch. Ma; F. Wang. Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres. Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 1, pp. 106-132. http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a6/