Modeling and simulation with operator scaling
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Publication:608214
DOI10.1016/j.spa.2010.08.002zbMath1222.60033arXiv0912.4784OpenAlexW2163568913MaRDI QIDQ608214
Mark M. Meerschaert, Serge Cohen, Jan Rosiński
Publication date: 25 November 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.4784
Processes with independent increments; Lévy processes (60G51) Monte Carlo methods (65C05) Self-similar stochastic processes (60G18)
Related Items (3)
Limit theorems for functionals of Gaussian vectors ⋮ Domain and range symmetries of operator fractional Brownian fields ⋮ On integral representations of operator fractional Brownian fields
Cites Work
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