Pages that link to "Item:Q1990058"

The following pages link to Simulation of generalized fractional Brownian motion in \(C([0,T])\) (Q1990058):

Displaying 7 items.

• Simulation paradoxes related to a fractional Brownian motion with small Hurst index (Q340830) (← links)
• Simulation of Brownian motion by truncated multiplicative functions (Q1093674) (← links)
• Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm (Q1605802) (← links)
• A generative model for fBm with deep ReLU neural networks (Q2171942) (← links)
• Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (Q3120621) (← links)
• Simulation of a strictly φ-sub-Gaussian generalized fractional Brownian motion (Q5018558) (← links)
• APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODEL (Q5147996) (← links)