Absolute continuous approximations for multifractal processes and fields

MaRDI QIDQ2896461zbMATH OpenFDO

Authors K. V. Ral'chenko

Publication date 16 July 2012

Published in Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky (Search for Journal in Brave)

zbMATH Keywords

approximationBesov-type spacemultifractal Brownian motionstochastic differential equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60)

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Cited in

(4)

• Approximation of multifractional Brownian motion by absolutely continuous processes
• Continuous multifractal models with zero values: a continuous \(\beta \) -multifractal model
• Smooth approximations for fractional and multifractional fields
• A note on approximation to multifractional Brownian motion

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