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Simulation of a fractional Brownian motion in the space $L_p([0,T])$ - MaRDI portal

Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (Q3120621)

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English
Simulation of a fractional Brownian motion in the space $L_p([0,T])$
scientific article

    Statements

    title
    Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (English)
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    author
    A. O. Pashko
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    O. Vasylyk
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    publication date
    5 March 2019
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    zbMATH Keywords
    Gaussian processes
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    fractional Brownian motion
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    simulation
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    sub-Gaussian processes
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G22
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    60G51
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    68U20
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    zbMATH DE Number
    7032030
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    OpenAlex ID
    W2917799898
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    DOI
    10.1090/TPMS/1051
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