Exact bounds for the uniform approximation by spline interpolants

1994 ◽  
Vol 68 (2) ◽  
pp. 263-267 ◽  
Author(s):  
R. G\"unttner
2008 ◽  
Vol 128 (9) ◽  
pp. 598-599 ◽  
Author(s):  
Hideaki Wakabayashi ◽  
Jiro Yamakita

2014 ◽  
Vol 51 (1) ◽  
pp. 1-18 ◽  
Author(s):  
Dawei Hong ◽  
Shushuang Man ◽  
Jean-Camille Birget ◽  
Desmond S. Lun

We construct a wavelet-based almost-sure uniform approximation of fractional Brownian motion (FBM) (Bt(H))_t∈[0,1] of Hurst index H ∈ (0, 1). Our results show that, by Haar wavelets which merely have one vanishing moment, an almost-sure uniform expansion of FBM for H ∈ (0, 1) can be established. The convergence rate of our approximation is derived. We also describe a parallel algorithm that generates sample paths of an FBM efficiently.


1964 ◽  
Vol 84 (2) ◽  
pp. 143-153 ◽  
Author(s):  
A. Jakimovski ◽  
M. S. Ramanujan

1990 ◽  
Vol 152 (1) ◽  
pp. 240-251 ◽  
Author(s):  
S.E Weinstein ◽  
Yuesheng Xu

2007 ◽  
Vol 57 (8) ◽  
pp. 962-973 ◽  
Author(s):  
A. Mazroui ◽  
D. Sbibih ◽  
A. Tijini

1997 ◽  
Vol 61 (1) ◽  
pp. 1-43 ◽  
Author(s):  
V I Burenkov ◽  
A L Gorbunov

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