Convergence of trajectories in fractal interpolation of stochastic processes (Q813720)
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scientific article; zbMATH DE number 5005562
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| English | Convergence of trajectories in fractal interpolation of stochastic processes |
scientific article; zbMATH DE number 5005562 |
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Convergence of trajectories in fractal interpolation of stochastic processes (English)
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13 February 2006
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The author studies fractal interpolation of stochastic processes and gives criteria for the convergence of the trajectories of the interpolation process to the original. Special attention is given to self-similar Lévy processes and fractional Brownian motion.
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fractal interpolation
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self-similar Lévy process
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fractional Brownian motion
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0.8958329558372498
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0.8489760756492615
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0.7986096739768982
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0.757064700126648
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