An optimal wavelet series expansion of the Riemann-Liouville process

DOI10.1007/s10959-008-0187-1zbMath1182.60015OpenAlexW2032561424MaRDI QIDQ1047158

Helga Schack

Publication date: 4 January 2010

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

Full work available at URL: https://doi.org/10.1007/s10959-008-0187-1

zbMATH Keywords

Riemann-Liouville processDaubechies wavelet family

Mathematics Subject Classification ID

Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Self-similar stochastic processes (60G18) Rate of convergence, degree of approximation (41A25) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Related Items

On Haar expansion of Riemann-Liouville process in a critical case, RIEMANN–LIOUVILLE PROCESSES ARISING FROM BRANCHING PARTICLE SYSTEMS

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