Published

2005-07-01

HOJA BROWNIANA FRACCIONAL

FRACTIONAL BROWNIAN SHEET

Keywords:

Movimiento browniano fraccional, procesos estocásticos en dos parámetros, hoja browniana, procesos autosimilares, procesos con incrementos estacionarios (es)
Fractional Brownian motion, two-parameter stochastic processes, Brownian sheet, selfsimilary processes, stationary increments processes (en)

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Authors

  • Liliana Blanco Castañeda Universidad Nacional de Colombia
  • Johanna Garzón Merchán Universidad Nacional de Colombia
Se presenta la hoja browniana fraccional (hBf) o movimiento browniano fraccional en dos parámetros y algunas de sus propiedades importantes como son la autosimilaridad y la estacionaridad de los incrementos. Se incluyen además dos representaciones de la hBf, análogas a la representación en promedio móvil y en intervalo finito del movimiento browniano fraccional.
Fractional brownian sheet or two parameter fractional brownian motion and some important properties with selfsimilar and stationary increments are presented. Moreover, two representations for hBf analogous to moving average and on an interval representations for fractional brownian motion are included.

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How to Cite

Blanco Castañeda, L., & Garzón Merchán, J. (2005). FRACTIONAL BROWNIAN SHEET. Revista Colombiana De Estadística, 28(2), 193-205. https://revistas.unal.edu.co/index.php/estad/article/view/28878

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Copyright (c) 2005 Revista Colombiana de Estadística

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