ar X iv : 0 90 6 . 45 41 v 1 [ m at h . PR ] 2 4 Ju n 20 09 Covariance function of vector self - similar process ∗
نویسندگان
چکیده
The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.
منابع مشابه
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