2005/66/1-2 (10) — DOI: 10.5486/PMD.2005.3167 — pp. 153-181
Full Text Abstract

Notes on fractional Ornstein—Uhlenbeck random sheets

Authors: György Terdik and Wojbor A. Woyczyński

Keywords: 2D random field, Ornstein-Uhlenbeck sheets, fractional scalar random fields, Lamperti transformation, integration with respect to the fractional Brownian sheet, isotropic fractional sheets, frequency domain

Mathematics Subject Classification: 62M15, 60G60