A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm

Dawei Hong, Shushuang Man, Jean-Camille Birget, Desmond S. Lun. A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm. J. Applied Probability, 51(1):1-18, 2014. [doi]

Abstract

Abstract is missing.