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Fractional Brownian fields over manifolds

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  • Extensions of the fractional Brownian fields are constructed over a complete Riemannian manifold. This construction is carried out for the full range of the Hurst parameter α ∈ (0, 1). In particular, we establish existence, distributional scaling (self-similiarity), stationarity of the increments, and almost sure H¨older continuity of sample paths. Stationary counterparts to these fields are also constructed.
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  • Gelbaum, Z. (2014). Fractional Brownian fields over manifolds. Transactions of the American Mathematical Society, 366(9), 4781-4814. doi:10.1090/S0002-9947-2014-06106-0
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  • 366
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  • 9
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