From Fractional Brownian Motion to Multifractional

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From Fractional Brownian Motion to Multifractional Brownian Motion Antoine Ayache USTL (Lille) Cassino December 2010 A.Ayache (USTL) From FBM to MBM Cassino December 2010 1 / 34

  • fbm can

  • statistics since

  • fractional brownian

  • hurst parameter

  • brownian motion

  • wavelet series

  • self- similar process


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2 ( ; )
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>
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!
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8 ; ; 2R

E ( + ) ( ) ( + ) ( )

=E ( + ) ( ) ( ) ( )
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X
( ) = +1:
2Z
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