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A Family of Series Representations of the Multiparameter Fractional Brownian Motion

  • Anatoliy MalyarenkoEmail author
Conference paper
Part of the Progress in Probability book series (PRPR, volume 63)

Abstract

We derive a family of series representations of the multiparameter fractional Brownian motion in the centred ball of radius R in theNdimensional space R N . Some known examples of series representations are shown to be the members of the family under consideration.

Keywords

Multiparameter fractional Brownian motion series representation Meijer G-function 

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Copyright information

© Springer Basel AG 2011

Authors and Affiliations

  1. 1.Division of Applied Mathematics School of Education, Culture and CommunicationMälardalen UniversityVäteråsSweden

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