Self‐Similar Stochastic Processes
Jianbo Gao, Yinping Cao, Wen‐wen Tung, Jing Hu · 2007
This chapter contains sections titled: General Definition Brownian Motion (Bm) Fractional Brownian Motion (fBm) Dimensions of Bm and fBm Processes Wavelet Representation of fBm Processes Synthesis of fBm Processes Applications Bibliographic Notes Exercises