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Smooth approximations for fractional and multifractional fields
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4. September 2012
Abstract.
We construct absolute continuous stochastic processes that converge to anisotropic fractional and multifractional Brownian sheets in Besov-type spaces.
Received: 2011-01-04
Accepted: 2012-02-10
Published Online: 2012-09-04
Published in Print: 2012-09-01
© 2012 by Walter de Gruyter Berlin Boston
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Artikel in diesem Heft
- Masthead
- Large deviations for the backward stochastic differential equations
- Smooth approximations for fractional and multifractional fields
- The Kakutani–Hellinger affinity of processes of Itô processes driven by Poisson random measures
- The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem
- On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
Schlagwörter für diesen Artikel
Gaussian field;
fractional Brownian sheet;
multifractional Brownian sheet
Artikel in diesem Heft
- Masthead
- Large deviations for the backward stochastic differential equations
- Smooth approximations for fractional and multifractional fields
- The Kakutani–Hellinger affinity of processes of Itô processes driven by Poisson random measures
- The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem
- On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
