• Title of article

    When is a linear combination of independent fBm’s equivalent to a single fBm?

  • Author/Authors

    van Zanten، نويسنده , , Harry، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    14
  • From page
    57
  • To page
    70
  • Abstract
    We study and answer the question posed in the title. The answer is derived from some new necessary and sufficient conditions for equivalence of Gaussian processes with stationary increments and recent frequency domain results for the fBm. The result shows in particular precisely in which cases the local almost sure behaviour of a linear combination of independent fBm’s is the same as that of a multiple of a single fBm.
  • Keywords
    Equivalence , Fractional Brownian motion , Frequency domain , Reproducing kernels , Stationary increments
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2007
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577851