Ral’chenko, K. V. Absolute continuous approximations for multifractal processes and fields. (Ukrainian. English summary) Zbl 1249.60079 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2011, No. 7, 27-31 (2011). Summary: We define absolute continuous stochastic processes that converge to a multifractal Brownian motion in Besov-type spaces. The convergence of solutions of stochastic differential equations with such processes to a solution of the equation with multifractal Brownian motion is proved. Similar approximations are constructed in the case of two-parameter processes. MSC: 60G22 Fractional processes, including fractional Brownian motion 60G60 Random fields Keywords:multifractal Brownian motion; Besov-type space; stochastic differential equation; approximation PDFBibTeX XMLCite \textit{K. V. Ral'chenko}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2011, No. 7, 27--31 (2011; Zbl 1249.60079)