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Time-varying fractional and bifractional Brownian motions on metric spaces

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  • Ma, Chunsheng

Abstract

A time-varying fractional Brownian motion on a metric space is introduced in this paper, whose Hurst index is a temporal function and the metric is conditionally negative definite. Time-varying bifractional and trifractional Brownian motions are constructed, and, as the limiting cases, log-correlated correlation structures on a metric space are derived. In case the metric is a measure definite kernel, time-varying set-indexed fractional, bifractional, and trifractional Brownian motions are obtained.

Suggested Citation

  • Ma, Chunsheng, 2026. "Time-varying fractional and bifractional Brownian motions on metric spaces," Statistics & Probability Letters, Elsevier, vol. 238(C).
    • Handle: RePEc:eee:stapro:v:238:y:2026:i:c:s0167715226002427
    DOI: 10.1016/j.spl.2026.110878
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