Geometric Properties of Fractional Brownian Sheets

By Dongsheng Wu, Yimin Xiao. 2007

75 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/f3614f98ceb4398f677152bbbbeb49518f9945db

How researchers see this paper

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

In Finance

1. Yimin Xiao
2. Dongsheng Wu
3. Antoine Ayache
4. Davar Khoshnevisan
5. Hermine Bierm'e
6. C. Lacaux

In Mathematical Physics

1. Yimin Xiao
2. Dongsheng Wu
3. Antoine Ayache
4. Davar Khoshnevisan

Citations in the corpus

• Joint continuity of the local times of fractional Brownian sheets (2008, background): “To overcome the difficulty due to the lack of local nondeterminism of B , we will not only make use of the sectorial local nondeterministic property of B established in [29] (see Lemma 3.”
• Sample Path Properties of Anisotropic Gaussian Random Fields (2009, methodology): “In Section 3, we recall the recent result of Wu and Xiao [97] on the property of sectorial local nondeterminism for fractional Brownian sheets; and we prove a sufficient condition for an anisotropic Gaussian field with stationary increments to be strongly locally nondeterministic (with respect to an”