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- W2565223639 abstract "Abstract In 1962 Lamperti introduced a transformation that associates to every non-trivial self-similar process a strictly stationary process. This transform has been widely studied for Gaussian processes and in particular for fractional Brownian motion. Our aim is to analyze various properties of the Lamperti transform of the fractional Brownian sheet. We give the stochastic differential equation satisfied by this transform and we represent it as a series of independent Ornstein-Uhlenbeck sheets." @default.
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- W2565223639 date "2016-12-01" @default.
- W2565223639 modified "2023-09-23" @default.
- W2565223639 title "On the Lamperti transform of the fractional Brownian sheet" @default.
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- W2565223639 doi "https://doi.org/10.1515/fca-2016-0076" @default.
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