A note on approximation to multifractional Brownian motion
HS Dai, YQ Li - Science China Mathematics, 2011 - Springer
HS Dai, YQ Li
Science China Mathematics, 2011•Springer… Abstract In this paper, we prove approximations of multifractional Brownian motions with
moving-average representations and of those with harmonizable representations in the
space of continuous functions on [0, 1]. These … To model the processes whose regularity
evolves in time, eg, internet traffic or image processing, the multifractional Brownian motion (MBM)
processes have been introduced by allowing the Hurst parameter H of BH to depend on time.
This can be done by generalizing various representations of the FBM processes; see, for …
moving-average representations and of those with harmonizable representations in the
space of continuous functions on [0, 1]. These … To model the processes whose regularity
evolves in time, eg, internet traffic or image processing, the multifractional Brownian motion (MBM)
processes have been introduced by allowing the Hurst parameter H of BH to depend on time.
This can be done by generalizing various representations of the FBM processes; see, for …
Abstract
In this paper, we prove approximations of multifractional Brownian motions with moving-average representations and of those with harmonizable representations in the space of continuous functions on [0, 1]. These approximations are constructed by Poisson processes.
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