Wavelet analysis and synthesis of fractional Brownian motion

DOI10.1109/18.119751zbMATH Open0743.60078OpenAlexW2062962812MaRDI QIDQ3989587FDOQ3989587

Authors: Patrick Flandrin 

Publication date: 28 June 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.119751

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zbMATH Keywords

self-similaritywaveletFractional Brownian motiondyadic interpolation

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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