Free-Knot Spline Approximation of Fractional Brownian Motion

DOI10.1007/978-3-540-74496-2_10zbMath1141.65326OpenAlexW1023546804MaRDI QIDQ3504223

Jakob Creutzig, Mikhail Lifshits

Publication date: 11 June 2008

Published in: Monte Carlo and Quasi-Monte Carlo Methods 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-74496-2_10

zbMATH Keywords

splinesfractional Brownian motionGaussian process

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (2)

Spline approximation of a random process with singularity ⋮ Energy of taut strings accompanying Wiener process

This page was built for publication: Free-Knot Spline Approximation of Fractional Brownian Motion