Rate optimality of wavelet series approximations of fractional Brownian motion (Q1879326)

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Rate optimality of wavelet series approximations of fractional Brownian motion
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    Statements

    title
    Rate optimality of wavelet series approximations of fractional Brownian motion (English)
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    author
    Antoine Ayache
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    Murad S. Taqqu
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    publication date
    22 September 2004
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    zbMATH Keywords
    fractional Brownian motion
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    self-similarity
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    best aproximation
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G18
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    42C40
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    65T60
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    zbMATH DE Number
    2102101
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