Multifractional Brownian fields indexed by metric spaces with distances of negative type

Author: Istas Jacques  

Publisher: Edp Sciences

E-ISSN: 1262-3318|17|issue|219-223

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.17, Iss.issue, 2013-02, pp. : 219-223

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Abstract

We define multifractional Brownian fields indexed by a metric space, such as a manifold with its geodesic distance, when the distance is of negative type. This construction applies when the Brownian field indexed by the metric space exists, in particular for spheres, hyperbolic spaces and real trees.