A family of series representations of the multiparameter fractional Brownian motion
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🧮 math.PR
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familyrepresentationsseriesbrownianfractionalmotionmultiparameterball
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We derive a family of series representations of the multiparameter fractional Brownian motion in the centred ball of radius $R$ in the $N$-dimensional space $\mathbb{R}^N$. Some known examples of series representations are shown to be the members of the family under consideration.
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