Open Access
April, 1995 Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes
Robert J. Adler, Gennady Samorodnitsky
Ann. Probab. 23(2): 743-766 (April, 1995). DOI: 10.1214/aop/1176988287

Abstract

We consider the full weak convergence, in appropriate function spaces, of systems of noninteracting particles undergoing critical branching and following a self-similar spatial motion with stationary increments. The limit processes are measure-valued, and are of the super and historical process type. In the case in which the underlying motion is that of a fractional Brownian motion, we obtain a characterization of the limit process as a kind of stochastic integral against the historical process of a Brownian motion defined on the full real line.

Citation

Download Citation

Robert J. Adler. Gennady Samorodnitsky. "Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes." Ann. Probab. 23 (2) 743 - 766, April, 1995. https://doi.org/10.1214/aop/1176988287

Information

Published: April, 1995
First available in Project Euclid: 19 April 2007

zbMATH: 0841.60068
MathSciNet: MR1334169
Digital Object Identifier: 10.1214/aop/1176988287

Subjects:
Primary: 60F17
Secondary: 60G17 , 60G18 , 60H15

Keywords: fractional Brownian motion , Historical process , Self-similar processes , super process

Rights: Copyright © 1995 Institute of Mathematical Statistics

Vol.23 • No. 2 • April, 1995
Back to Top