Asymptotic Properties and Hausdorff Dimensions of Fractional Brownian Sheets
By Antoine Ayache, Yimin Xiao. 2005
102 citations recorded by the source corpus.
Subfields: Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/08063f81ab0cd2d65a4d2003ad9e3c22a4f201eb
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Yimin Xiao
- Ciprian A. Tudor
- Dongsheng Wu
- Yaozhong Hu
- Hermine Bierm'e
- Khoa Le
- Mark M. Meerschaert
- Hans-Peter Scheffler
In Mathematical Physics
- Yimin Xiao
- Dongsheng Wu
- Mark M. Meerschaert
- Ciprian A. Tudor
- Yaozhong Hu
- Hermine Bierm'e
- Hans-Peter Scheffler
- Khoa Le
Citations in the corpus
- Operator scaling stable random fields (2006, background): “See [5,13,21] and the literature cited there for more information on these fields.”
- A multiparameter Garsia–Rodemich–Rumsey inequality and some applications (2012, background): “the results in [6], [10] and provides a different approach for sample path property problem of random fields (compare to the approach in [1], [2] and [11].”
- Sample Path Properties of Anisotropic Gaussian Random Fields (2009, methodology): “212] which will be used to derive a lower bound for dim H X([0 , 1]); the latter is proved in [7] which will be needed for determining a lower bound for dimH GrX([0 , 1] ).”
- Sample path properties of bifractional Brownian motion (2006, background): “Applying Lemma 4.8, we can prove that many results in Xiao and Zhang [46] and Ayache and Xiao [5] on sample path properties of fractional Brownian sheet also hold for BH,K .”
- Geometric Properties of Fractional Brownian Sheets (2007, methodology): “It is related to Theorem 3.1 in Ayache and Xiao (2005).”