Smooth approximations for fractional and multifractional fields

DOI10.1515/ROSE-2012-0010MaRDI QIDQ4923239zbMATHOpenAlexFDO

Authors K. V. Ral'chenko, G. M. Shevchenko

Publication date 6 June 2013

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.3602

zbMATH Keywords

fractional Brownian sheetGaussian fieldmultifractional Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

Abstract: We construct absolute continuous stochastic processes that converge to anisotropic fractional and multifractional Brownian sheets in Besov-type spaces.

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Cited in

(2)

• Absolute continuous approximations for multifractal processes and fields
• Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion

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