Abstract
We study the two-dimensional fractional Brownian motion with Hurst parameter H>½. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some asymptotic properties of the motion.
Citation
Fabrice Baudoin. David Nualart. "Notes on the two-dimensional fractional Brownian motion." Ann. Probab. 34 (1) 159 - 180, January 2006. https://doi.org/10.1214/009117905000000288
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