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A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm - MaRDI portal

A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm (Q5416536)

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scientific article; zbMATH DE number 6295038
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A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
scientific article; zbMATH DE number 6295038

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    A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm (English)
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    14 May 2014
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    fractional Brownian motion
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    wavelet expansion of stochastic integral
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    almost-sure uniform approximation
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