ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION

DOI10.1017/S0269964803173081zbMath1336.60076OpenAlexW2111976694MaRDI QIDQ2808335

A. B. Dieker, M. R. H. Mandjes

Publication date: 23 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964803173081

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

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