We derive a family of series representations of the multiparameter fractional Brownian motion in the centred ball of radius R in theNdimensional space RN. Some known examples of series representations are shown to be the members of the family under consideration.
CITATION STYLE
Malyarenko, A. (2011). A Family of Series Representations of the Multiparameter Fractional Brownian Motion. In Progress in Probability (Vol. 63, pp. 209–226). Birkhauser. https://doi.org/10.1007/978-3-0348-0021-1_14
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