The generalized multifractional field: A nice tool for the study of the generalized multifractional Brownian motion

DOI10.1007/s00041-002-0028-zzbMath1031.60026MaRDI QIDQ1565956

Antoine Ayache

Publication date: 13 October 2003

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00041-002-0028-z

zbMATH Keywords

fractional Brownian motion; Gaussian processes; wavelet decomposition

Mathematics Subject Classification ID

60G15: Gaussian processes

60G17: Sample path properties

60G18: Self-similar stochastic processes

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