Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach
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Publication:2583519
DOI10.1007/S11009-005-4523-YzbMath1082.60512OpenAlexW2095299645MaRDI QIDQ2583519
O. Vasylyk, Yuriy Vasil'ovich Kozachenko, Tommi Sottinen
Publication date: 17 January 2006
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-005-4523-y
Gaussian processes (60G15) Self-similar stochastic processes (60G18) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)
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