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Fractional Gaussian and Stable Random Fields on Fractals

Fractional Gaussian and Stable Random Fields on Fractals

Centre International de Rencontres Mathématiques via YouTube Direct link

Stochastic integral

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Stochastic integral

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Fractional Gaussian and Stable Random Fields on Fractals

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  1. 1 Introduction
  2. 2 Outline
  3. 3 Gaussian fields
  4. 4 Covariance function
  5. 5 Stochastic integral
  6. 6 Key properties
  7. 7 Laplace operator
  8. 8 Square integrable
  9. 9 Semigroup PT
  10. 10 Baru and Perkins
  11. 11 Sample
  12. 12 Definition

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