Definition, properties and wavelet analysis of multiscale fractional brownian motion

Fractals

Volumn 15, Issue 1, 2007, Pages 73-87

  Bardet, Jean Marc ^a   Bertrand, Pierre ^b  

^a University Paris I Sorbonne Panthéon   (France)

^b UNIVERSITÉ BLAISE PASCAL   (France)

Author keywords

Fractional Brownian motion; Functional central limit theorem; Long range dependence; Path regularity; Self similarity; Wavelet analysis

Indexed keywords

BIOMECHANICS; BROWNIAN MOVEMENT; TELECOMMUNICATION TRAFFIC; THEOREM PROVING; TURBULENCE;

FRACTIONAL BROWNIAN MOTION; FUNCTIONAL CENTRAL LIMIT THEOREM; LONG RANGE DEPENDENCE; PATH REGULARITY; SELF SIMILARITY;

WAVELET ANALYSIS;

EID: 34147112303     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X07003356     Document Type: Article

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