𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On Fractional Brownian Motion and Wavelets

✍ Scribed by S. Albeverio; P. E. T. Jorgensen; A. M. Paolucci

Book ID
107508779
Publisher
SP Birkhäuser Verlag Basel
Year
2010
Tongue
English
Weight
351 KB
Volume
6
Category
Article
ISSN
1661-8254

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fractal (fractional) Brownian motion
Fractal (fractional) Brownian motion
✍ Winston C. Chow 📂 Article 📅 2011 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 221 KB

## Abstract Fractal Brownian motion, also called fractional Brownian motion (fBm), is a class of stochastic processes characterized by a single parameter called the Hurst parameter, which is a real number between zero and one. fBm becomes ordinary standard Brownian motion when the parameter has the

Fractional Brownian motion via fractiona
Fractional Brownian motion via fractional Laplacian
✍ Tomasz Bojdecki; Luis G. Gorostiza 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 61 KB

A new and short proof of existence of the fractional Brownian ÿeld with exponent =2; ∈ (0; 2], is given in terms of the fractional power of the Laplacian.

Convergence Properties of Wavelet Series
Convergence Properties of Wavelet Series Expansions of Fractional Brownian Motion
✍ Elias Masry 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 282 KB

We consider the approximation of a fractional Brownian motion by a wavelet series expansion at resolution 2 -l . The approximation error is measured in the integrated mean squared sense over finite intervals and we obtain its expansion as a sum of terms with increasing rates of convergence. The depe