Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres
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Authors
Lu, Tianshi
Ma, Chunsheng
Wang, F.
Advisors
Issue Date
2023-05-23
Type
Article
Keywords
Conditionally negative definiteness , Distance function on the ball , Spherical har-monics , Trifractional Brownian motion , Ultraspherical polynomial
Citation
T. Lu, C. Ma, and F. Wang. (2023). Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres. Theory of Probability & Its Applications 2023 68:1, 88-110
Abstract
This paper provides series expansions for fractional Brownian motions on the unit ball and the unit sphere by means of ultraspherical polynomials and spherical harmonics. It establishes the property of strong local nondeterminism of isotropic Gaussian random fields on the unit sphere and that of fractional and bifractional Brownian motions on the unit ball and the unit sphere. © 2023 Society for Industrial and Applied Mathematics.
Table of Contents
Description
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Publisher
Society for Industrial and Applied Mathematics Publications
Journal
Book Title
Series
Theory of Probability and its Applications
v.68 no.1
v.68 no.1
PubMed ID
DOI
ISSN
0040-585X
1095-7219
1095-7219