Modeling of a smoothed Brownian bridge from Orlicz spaces via wavelet expansions

zbMATH Open1289.60064MaRDI QIDQ2850258FDOQ2850258

Authors: R. E. Yamnenko 

Publication date: 26 September 2013

Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

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zbMATH Keywords

rate of convergenceBrownian bridgewavelet expansion

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) General theory of stochastic processes (60G07)

Cited In (2)

• On the construction of stochastic fields with prescribed regularity by wavelet expansions
• Convergence rate for wavelet expansions of generalized accumulated Ornstein-Uhlenbeck processes

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