Convergence of the Weierstrass-mandelbrot process to fractional Brownian motion

Fractals

Volumn 8, Issue 4, 2000, Pages 369-384

  Pipiras, Vladas ^a   Taqqu, Murad S ^a  

^a Boston University   (United States)

Author keywords

Fractional brownian motion; Functional central limit theorem; Martingale difference sequences; Strong mixing; Weierstrass function; Weierstrass mandelbrot process

Indexed keywords

EID: 0347467583     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X00000408     Document Type: Article

References (14)

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2. K. Weierstrass, Matematische Werke (Mayer and Muller, Berlin and Leipzig), 7 volumes, 1894-1927.
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