Simulation of generalized fractional Brownian motion in \(C([0,T])\) (Q1990058)
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scientific article; zbMATH DE number 6964430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of generalized fractional Brownian motion in \(C([0,T])\) |
scientific article; zbMATH DE number 6964430 |
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Simulation of generalized fractional Brownian motion in \(C([0,T])\) (English)
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24 October 2018
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Gaussian processes
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fractional Brownian motion
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simulation
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