On fractional Brownian motion and wavelets

DOI10.1007/s11785-010-0077-2zbMath1279.42038OpenAlexW2039386222MaRDI QIDQ371626

Palle E. T. Jorgensen, Anna Maria Paolucci, Sergio A. Albeverio

Publication date: 10 October 2013

Published in: Complex Analysis and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11785-010-0077-2

zbMATH Keywords

waveletsfractional Brownian motionHilbert spacesfiltersCuntz algebras\(q\)-fractional Brownian motion

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Hilbert and pre-Hilbert spaces: geometry and topology (including spaces with semidefinite inner product) (46C05) Applications of operator algebras to the sciences (47L90)

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