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Self-similarity and fractional Brownian motion on Lie groups

   
@article{EJP530,
	author = {Fabrice Baudoin and Laure Coutin},
	title = {Self-similarity and fractional Brownian motion on Lie groups},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {13},
	year = {2008},
	keywords = {Fractional Brownian motion, Lie group},
	abstract = {The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this process has stationary increments and satisfies a local self-similar property. Furthermore the Lie groups for which this self-similar property is global are characterized.},
	pages = {no. 38, 1120-1139},
	issn = {1083-6489},
	doi = {10.1214/EJP.v13-530},    
        url = {http://ejp.ejpecp.org/article/view/530}}