Smooth approximations for fractional and multifractional fields

DOI10.1515/ROSE-2012-0010zbMATH Open1274.60125arXiv1102.3602OpenAlexW3104124883MaRDI QIDQ4923239FDOQ4923239

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)

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

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

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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)

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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