| Issue |
ESAIM: PS
Volume 17, 2013
|
|
|---|---|---|
| Page(s) | 219 - 223 | |
| DOI | https://doi.org/10.1051/ps/2011157 | |
| Published online | 08 February 2013 | |
Multifractional Brownian fields indexed by metric spaces with distances of negative type
Laboratoire Jean Kuntzmann, Université de Grenoble et
CNRS, 38041
Grenoble Cedex 9,
France
Jacques.Istas@imag.fr
Received: 16 June 2010
Revised: 19 July 2011
We define multifractional Brownian fields indexed by a metric space, such as a manifold with its geodesic distance, when the distance is of negative type. This construction applies when the Brownian field indexed by the metric space exists, in particular for spheres, hyperbolic spaces and real trees.
Mathematics Subject Classification: 60G18 / 60G15 / 60G52
Key words: Fractional Brownian motion / self-similarity / complex variations / H-sssi processes
© EDP Sciences, SMAI, 2013
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