Convergence properties of wavelet series expansions of fractional Brownian motion

DOI10.1006/acha.1996.0019zbMath0898.60080OpenAlexW2009433293MaRDI QIDQ1815713

Elias Masry

Publication date: 26 October 1998

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/acha.1996.0019

zbMATH Keywords

fractional Brownian motionrates of convergencewavelet series expansion

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Brownian motion (60J65)

Related Items (2)

Wavelet analysis and covariance structure of some classes of non-stationary processes ⋮ Wavelet-based simulation of random processes from certain classes with given accuracy and reliability

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