On the infinite divisibility of squared Gaussian processes

被引：0

作者：

Nathalie Eisenbaum

机构：

[1] Laboratoire de Probabilités,

[2] UMR 7599,undefined

[3] CNRS - Université de Paris VI 4,undefined

[4] Place Jussieu,undefined

[5] 75252,undefined

[6] Paris Cedex 05,undefined

[7] France. e-mail: nae@ccr.jussieu.fr,undefined

来源：

Probability Theory and Related Fields | 2003年 / 125卷

关键词：

Brownian Motion; Large Class; Gaussian Process; Additivity Property; Fractional Brownian Motion;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We show that fractional Brownian motions with index in (0,1] satisfy a remarkable property: their squares are infinitely divisible. We also prove that a large class of Gaussian processes are sharing this property. This property then allows the construction of two-parameters families of processes having the additivity property of the squared Bessel processes.

引用

页码：381 / 392

页数：11