Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\) (Q1691501)
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scientific article; zbMATH DE number 6826777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\) |
scientific article; zbMATH DE number 6826777 |
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Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\) (English)
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16 January 2018
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Gaussian process
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model of process
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simulation
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reliability
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accuracy
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0.9140837
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0.88889414
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0.8851615
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