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scientific article; zbMATH DE number 7068457 - MaRDI portal

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Publication:5383143

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zbMath1424.60050MaRDI QIDQ5383143

O. Vasylyk, A. O. Pashko

Publication date: 19 June 2019

Full work available at URL: http://tsp.imath.kiev.ua/files/2310/art2310_06.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulation fractional Brownian motion Gaussian processes spectral representation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Inference from stochastic processes and spectral analysis (62M15)

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