On fractional Brownian motion and wavelets

DOI10.1007/s11785-010-0077-2zbMath1279.42038MaRDI QIDQ371626

Palle E. T. Jorgensen, Anna Maria Paolucci, Sergio A. Albeverio

Publication date: 10 October 2013

Published in: Complex Analysis and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11785-010-0077-2

zbMATH Keywords

wavelets; fractional Brownian motion; Hilbert spaces; filters; Cuntz algebras; \(q\)-fractional Brownian motion

Mathematics Subject Classification ID

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

60G22: Fractional processes, including fractional Brownian motion

46C05: Hilbert and pre-Hilbert spaces: geometry and topology (including spaces with semidefinite inner product)

47L90: Applications of operator algebras to the sciences