Simulation of a strictly φ-sub-Gaussian generalized fractional Brownian motion (Q5018558)
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scientific article; zbMATH DE number 7450251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of a strictly φ-sub-Gaussian generalized fractional Brownian motion |
scientific article; zbMATH DE number 7450251 |
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Simulation of a strictly φ-sub-Gaussian generalized fractional Brownian motion (English)
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21 December 2021
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\(\varphi\)-sub-Gaussian process
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fractional Brownian motion
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simulation of stochastic processes
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