DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241): Difference between revisions

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Revision as of 12:05, 28 June 2024

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DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
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    DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (English)
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    2 July 2008
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    long-range dependence
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    path regularity
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    self-similarity
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    wavelet analysis
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    functional central
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    limit theorem
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