A Note on Uniform Approximation by the Indestructibles

Author(s):  
John R. Akeroyd
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.


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

1980 ◽  
Vol 253 (2) ◽  
pp. 139-144 ◽  
Author(s):  
Akira Sakai

1983 ◽  
Vol 8 (3) ◽  
pp. 281-300
Author(s):  
Judah Rosenblatt ◽  
D.L. Jackson ◽  
W.P. Dole ◽  
W.L. Thompson

2016 ◽  
Vol 86 (305) ◽  
pp. 1303-1341 ◽  
Author(s):  
Alexandre Benoit ◽  
Mioara Joldeş ◽  
Marc Mezzarobba

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