We define multifractional Brownian fields indexed by a metric space, such as a manifold with its geodesic distance, when the distance is of negative type. This construction applies when the Brownian field indexed by the metric space exists, in particular for spheres, hyperbolic spaces and real trees.
Mots-clés : fractional brownian motion, self-similarity, complex variations, H-sssi processes
@article{PS_2013__17__219_0, author = {Istas, Jacques}, title = {Multifractional brownian fields indexed by metric spaces with distances of negative type}, journal = {ESAIM: Probability and Statistics}, pages = {219--223}, publisher = {EDP-Sciences}, volume = {17}, year = {2013}, doi = {10.1051/ps/2011157}, mrnumber = {3021316}, zbl = {1296.60094}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2011157/} }
TY - JOUR AU - Istas, Jacques TI - Multifractional brownian fields indexed by metric spaces with distances of negative type JO - ESAIM: Probability and Statistics PY - 2013 SP - 219 EP - 223 VL - 17 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps/2011157/ DO - 10.1051/ps/2011157 LA - en ID - PS_2013__17__219_0 ER -
%0 Journal Article %A Istas, Jacques %T Multifractional brownian fields indexed by metric spaces with distances of negative type %J ESAIM: Probability and Statistics %D 2013 %P 219-223 %V 17 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ps/2011157/ %R 10.1051/ps/2011157 %G en %F PS_2013__17__219_0
Istas, Jacques. Multifractional brownian fields indexed by metric spaces with distances of negative type. ESAIM: Probability and Statistics, Tome 17 (2013), pp. 219-223. doi : 10.1051/ps/2011157. http://www.numdam.org/articles/10.1051/ps/2011157/
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