A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm (Q5416536)
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scientific article; zbMATH DE number 6295038
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English | A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm |
scientific article; zbMATH DE number 6295038 |
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A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm (English)
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14 May 2014
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fractional Brownian motion
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wavelet expansion of stochastic integral
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almost-sure uniform approximation
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