DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION

DOI10.1142/S0218348X07003356zbMath1142.60329OpenAlexW2016239205MaRDI QIDQ3510241

Pierre R. Bertrand, Jean-Marc Bardet

Publication date: 2 July 2008

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x07003356

zbMATH Keywords

self-similaritywavelet analysislimit theoremlong-range dependencepath regularityfunctional central

Mathematics Subject Classification ID

Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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