| Anisotropic Fractional Brownian Random Fields as White Noise Functionals |
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| 作者姓名： | Zhi-yuan Huang Chu-jin Li |
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| 作者单位： | Department of Mathematics, Huazhong University of Science ＆ Technology, Wuhan 430074, China |
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| 基金项目： | Supported by the National Natural Science Foundation of China （No.10171035） |
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| 摘 要： | This investigation aims at a new construction of anisotropic fractional Brownian random fields by the white noise approach. Moreover, we investigate its distribution and sample properties （stationariness of increments, self-similarity, sample continuity） which will furnish some useful views to future applications.
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| 关 键 词： | Brownian运动 各向异性域 噪音 多参数扩展 |
| 收稿时间： | 2004-11-03 |
| 修稿时间： | 2004-11-032005-06-03 |
Anisotropic Fractional Brownian Random Fields as White Noise Functionals |
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| Zhi-yuan Huang Chu-jin Li.Anisotropic Fractional Brownian Random Fields as White Noise Functionals[J].Acta Mathematicae Applicatae Sinica,2005,21(4):655-660. |
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| Authors: | Zhi-yuan Huang Chu-jin Li |
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| Institution: | (1) Department of Mathematics, Huazhong University of Science & Technology, Wuhan 430074, China |
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| Abstract: | Abstract
This investigation aims at a new construction of anisotropic fractional Brownian random fields by the white noise approach.
Moreover, we investigate its distribution and sample properties (stationariness of increments, self-similarity, sample continuity)
which will furnish some useful views to future applications.
Supported by the National Natural Science Foundation of China (No.10171035) |
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| Keywords: | Riesz poly-potential anisotropic fields fractional Brownian motion white noise functionals |
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