Wavelet construction of Generalized Multifractional processes.

A. Ayache; S. Jaffard; M. S. Taqqu

Revista Matemática Iberoamericana (2007)

  • Volume: 23, Issue: 1, page 327-370
  • ISSN: 0213-2230

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Ayache, A., Jaffard, S., and Taqqu, M. S.. "Wavelet construction of Generalized Multifractional processes.." Revista Matemática Iberoamericana 23.1 (2007): 327-370. <http://eudml.org/doc/43597>.

@article{Ayache2007,
author = {Ayache, A., Jaffard, S., Taqqu, M. S.},
journal = {Revista Matemática Iberoamericana},
keywords = {fractional Brownian motion; generalized multifractional brownian motion; Hölder regularity},
language = {eng},
number = {1},
pages = {327-370},
title = {Wavelet construction of Generalized Multifractional processes.},
url = {http://eudml.org/doc/43597},
volume = {23},
year = {2007},
}

TY - JOUR
AU - Ayache, A.
AU - Jaffard, S.
AU - Taqqu, M. S.
TI - Wavelet construction of Generalized Multifractional processes.
JO - Revista Matemática Iberoamericana
PY - 2007
VL - 23
IS - 1
SP - 327
EP - 370
LA - eng
KW - fractional Brownian motion; generalized multifractional brownian motion; Hölder regularity
UR - http://eudml.org/doc/43597
ER -

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