Convergence of trajectories in fractal interpolation of stochastic processes
type: Item
instance of: scholarly article
title: Convergence of trajectories in fractal interpolation of stochastic processes
zbMATH Open document ID: 1113.60042
author: Robert Małysz
published in: Chaos, Solitons and Fractals
publication date: 2006-02-13T00:00:00Z
review text: The author studies fractal interpolation of stochastic processes and gives criteria for the convergence of the trajectories of the interpolation process to the original. Special attention is given to self-similar Lévy processes and fractional Brownian motion.
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 41A30
zbMATH DE Number: 5005562
zbMATH Keywords: fractal interpolation
zbMATH Keywords: self-similar Lévy process
zbMATH Keywords: fractional Brownian motion
MaRDI profile type: Publication
full work available at URL: j.chaos.2005.05.009
OpenAlex ID: W1997930391
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DOI: 10.1016/J.CHAOS.2005.05.009
description: scientific article; zbMATH DE number 5005562