Convergence Properties of Wavelet Series
✍
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