Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm (Q1605802)

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scientific article; zbMATH DE number 1770594
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Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm
scientific article; zbMATH DE number 1770594

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    Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm (English)
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    24 July 2002
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    correlation function
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    second partial derivative
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    Gaussian noise
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