Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm (Q1605802)
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scientific article; zbMATH DE number 1770594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm |
scientific article; zbMATH DE number 1770594 |
Statements
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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0.87947255
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0.85777295
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0.85664546
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0.85570836
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0.8538234
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0.85273516
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0.8492176
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