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Strong local nondeterminism of spherical fractional Brownian motion

Author

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  • Lan, Xiaohong
  • Xiao, Yimin

Abstract

Let B=Bx,x∈S2 be the fractional Brownian motion indexed by the unit sphere S2 with index 0

Suggested Citation

  • Lan, Xiaohong & Xiao, Yimin, 2018. "Strong local nondeterminism of spherical fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 135(C), pages 44-50.
    • Handle: RePEc:eee:stapro:v:135:y:2018:i:c:p:44-50
    DOI: 10.1016/j.spl.2017.11.007
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    References listed on IDEAS

    as
    1. Istas, Jacques, 2007. "Quadratic variations of spherical fractional Brownian motions," Stochastic Processes and their Applications, Elsevier, vol. 117(4), pages 476-486, April.
    2. Cheng, Dan, 2016. "Excursion probability of certain non-centered smooth Gaussian random fields," Stochastic Processes and their Applications, Elsevier, vol. 126(3), pages 883-905.
    3. Istas, Jacques, 2006. "Karhunen-Loeve expansion of spherical fractional Brownian motions," Statistics & Probability Letters, Elsevier, vol. 76(14), pages 1578-1583, August.
    4. Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M., 2012. "A simplified representation of the covariance structure of axially symmetric processes on the sphere," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1346-1351.
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    Cited by:

    1. Zuopeng Fu & Yizao Wang, 2020. "Stable Processes with Stationary Increments Parameterized by Metric Spaces," Journal of Theoretical Probability, Springer, vol. 33(3), pages 1737-1754, September.
    2. Chunsheng Ma, 2023. "Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions," Journal of Theoretical Probability, Springer, vol. 36(3), pages 1922-1938, September.
    3. Bingham, Nicholas H. & Symons, Tasmin L., 2022. "Gaussian random fields on the sphere and sphere cross line," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 788-801.

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