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Numerical Approximation of Fractal Dimension of Gaussian Stochastic Processes

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Figure

Figure 2(a) shows a comparison between the approximate average fractal dimension of 1000 simulated
Figure 2. (a) Numerical comparison of fractal dimension for mean reverting processes with T =1, µ =10, α =20 and σ =250 for different values of h; (b) Dynamic behavior of the fractal dimension for mean reverting pro- cesses with T =1, µ =10, h =1 104and σ
Figure 2(b)α .

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