Self-similarity and fractional Brownian motion on Lie groups.

Baudoin, Fabrice, and Coutin, Laure. "Self-similarity and fractional Brownian motion on Lie groups.." Electronic Journal of Probability [electronic only] 13 (2008): 1120-1139. <http://eudml.org/doc/228452>.

@article{Baudoin2008,
author = {Baudoin, Fabrice, Coutin, Laure},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {fractional Brownian motion; Lie group},
language = {eng},
pages = {1120-1139},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Self-similarity and fractional Brownian motion on Lie groups.},
url = {http://eudml.org/doc/228452},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Baudoin, Fabrice
AU - Coutin, Laure
TI - Self-similarity and fractional Brownian motion on Lie groups.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 1120
EP - 1139
LA - eng
KW - fractional Brownian motion; Lie group
UR - http://eudml.org/doc/228452
ER -