A general framework for simulation of fractional fields

DOI10.1016/j.spa.2007.09.008zbMath1149.60032OpenAlexW2111944867MaRDI QIDQ947149

Céline Lacaux, Serge Cohen, Michel Ledoux

Publication date: 29 September 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2007.09.008

zbMATH Keywords

infinitely divisible distributionsfractional fieldssimulation of random fields

Mathematics Subject Classification ID

Related Items (10)

Simulation of Infinitely Divisible Random Fields ⋮ Fractional Lévy processes with an application to long memory moving average processes ⋮ Hybrid simulation scheme for volatility modulated moving average fields ⋮ Fourier series approximation of linear fractional stable motion ⋮ On limit theory for functionals of stationary increments Lévy driven moving averages ⋮ Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields ⋮ A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations ⋮ Simulations for Karlin random fields ⋮ Simulation of a Local Time Fractional Stable Motion ⋮ Localizable Moving Average Symmetric Stable and Multistable Processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On path properties of certain infinitely divisible processes
• On series representations of infinitely divisible random vectors
• Spectral representations of infinitely divisible processes
• Characterization of the law of the iterated logarithm in Banach spaces
• Real harmonizable multifractional Lévy motions
• Identification and properties of real harmonizable fractional Lévy motions
• Small and large scale behavior of the Poissonized telecom process
• On roughness indices for fractional fields
• How rich is the class of multifractional Brownian motions?
• Estimation du paramètre de Hurst de processus stables autosimilaires à accroissements stationnaires
• Approximations of small jumps of Lévy processes with a view towards simulation
• Simulating Sample Paths of Linear Fractional Stable Motion
• Series representation and simulation of multifractional Lévy motions
• Stochastic properties of the linear multifractional stable motion
• PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION
• Fractional Brownian Motions, Fractional Noises and Applications
• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM

This page was built for publication: A general framework for simulation of fractional fields