Spectral numerical models of fractional Brownian motion (Q3632746)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral numerical models of fractional Brownian motion |
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Spectral numerical models of fractional Brownian motion (English)
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12 June 2009
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numerical examples
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numerical algorithms
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fractional Brownian motion
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Wiener process
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spectral decomposition
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convergence
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