A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths
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🧮 math.PR
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brownianfractionalset-indexedincreasingmotionpathsapplicationchanged
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We prove that a set-indexed process is a set-indexed fractional Brownian motion if and only if its projections on all the increasing paths are one-parameter time changed fractional Brownian motions. As an application, we present an integral representation for such processes.
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