DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241)
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scientific article; zbMATH DE number 5296520
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| English | DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION |
scientific article; zbMATH DE number 5296520 |
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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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0.8762820959091187
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0.8283461332321167
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0.8201354742050171
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