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20052013
most citedSome extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems

101 citations · 281 across the 11 of their papers we have counts for

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Showing 2011 · math.PRShow all

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math.PR2011★ 10 cited

Particle picture interpretation of some Gaussian processes related to fractional Brownian motion

Tomasz Bojdecki, Anna Talarczyk

We construct fractional Brownian motion (fBm), sub-fractional Brownian motion (sub-fBm), negative sub-fractional Brownian motion (nsfBm) and the odd part of fBm in the sense of Dzh…