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On fractional stable processes and sheets: White noise approach |
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| Authors: | Zhiyuan Huang Chujin Li |
| Institution: | Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, PR China |
| Abstract: | In this paper we construct the β-fractional α-stable processes and sheets as functionals of α-stable white noises by using a transformation induced from fractional integral operators. This white noise approach is shown to be very useful in investigating their distribution and path properties (stationariness of increments, self-similarity, sample continuity, etc.). |
| Keywords: | Fractional integration Fractional stable processes Symmetric α-stable white noise Riesz poly-potential Anisotropic fractional stable sheets |
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