Fractional Brownian Fields over Manifolds

Extensions of the fractional Brownian fields are constructed over a complete Riemannian manifold. This construction is carried out for the full range of the Hurst parameter $α\in(0,1)$. In particular, we establish existence, distributional scaling (self-similiarity), stationarity of the increments, and almost sure Hölder continuity of sample paths. Stationary counterparts to these fields are also constructed.

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