Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion

DOI10.1007/s10959-007-0101-2zbMath1140.60028OpenAlexW2069430978MaRDI QIDQ2481390

Werner Linde, Antoine Ayache

Publication date: 9 April 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-007-0101-2

zbMATH Keywords

fractional Brownian motionrandom fieldsself-similar setswavelet representationHölder operatorsapproximation of operators and processes

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65)

Related Items (4)

Stochastics and dynamics of fractals ⋮ An optimal series expansion of the multiparameter fractional Brownian motion ⋮ Realizations and factorizations of positive definite kernels ⋮ An optimal wavelet series expansion of the Riemann-Liouville process

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