Convergence of trajectories in fractal interpolation of stochastic processes

DOI10.1016/J.CHAOS.2005.05.009zbMath1113.60042OpenAlexW1997930391MaRDI QIDQ813720

Robert Małysz

Publication date: 13 February 2006

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2005.05.009

zbMATH Keywords

fractional Brownian motionfractal interpolationself-similar Lévy process

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Approximation by other special function classes (41A30)

Related Items (1)

Graph-directed fractal interpolation functions

Cites Work

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• Hidden Variable Fractal Interpolation Functions
• The measure theory of random fractals
• Moment inequalities and the strong laws of large numbers
• Dimension properties of sample paths of self-similar processes
• A GENERALIZATION OF FRACTAL INTERPOLATION STOCHASTIC PROCESSES TO HIGHER DIMENSIONS

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