| dc.contributor.author | Baudoin, Fabrice | |
| dc.contributor.author | Nualart, David | |
| dc.date.accessioned | 2015-03-10T16:49:40Z | |
| dc.date.available | 2015-03-10T16:49:40Z | |
| dc.date.issued | 2006-02-17 | |
| dc.identifier.citation | Baudoin, Fabrice; Nualart, David. Notes on the two-dimensional fractional Brownian motion. Ann. Probab. 34 (2006), no. 1, 159--180. http://dx.doi.org/10.1214/009117905000000288. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17027 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000288. | en_US |
| dc.description.abstract | We study the two-dimensional fractional Brownian motion with Hurst parameter H>½. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some asymptotic properties of the motion. | en_US |
| dc.publisher | Institute of Mathematical Statistics | en_US |
| dc.subject | Ergodic theorem | en_US |
| dc.subject | functionals of fractional Brownian motion | en_US |
| dc.subject | planar fractional Brownian motion | en_US |
| dc.subject | stochastic integrals | en_US |
| dc.subject | windings | en_US |
| dc.title | Notes on the two-dimensional fractional Brownian motion | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.1214/009117905000000288 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item meets KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
