On the wavelet transform of fractional Brownian motion
| Author(s) : | O. Zeitouni J. Ramanathan, |
| Publisher : | N/A |
| Publication Date : | 1991 |
| ISSN : | N/A |
| Abstract : | The wavelet transform of a function f(t) is defined by the formula: Wf(t, a) = Waf(t) = va / f(s)g (-) ds LIDS-P-1 991 where g(t) is a fixed function, t E R and a E R +. This transform yields a, |