How rich is the class of multifractional Brownian motions

105 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Integral representations and properties of operator fractional Brownian motions (2011, background): “=0 and t1 =t2 =t) and EX(t)X(t)∗ =4|t|I +π2|t|L(−L)=|t|(4I −π2L2), which is a full rank matrix for t 6= 0 (to obtain the constant π2, one can use, e.g., Proposition 9.2 in [33] and Proposition 5.1 in [32]). Hence, X is proper. This gives an example of an OFBM for which (1/2)I ∈ E(X) but which is not”