Spherical and hyperbolic fractional brownian motion

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Abstract

We define a Fractional Brownian Motion indexed by a sphere, or more generally by a compact rank one symmetric space, and prove that it exists if, and only if, 0

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Istas, J. (2005). Spherical and hyperbolic fractional brownian motion. Electronic Communications in Probability, 10, 254–262. https://doi.org/10.1214/ECP.v10-1166

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