Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1])
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1])
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| Creator |
Kozachenko, Y.
Vasylyk, O. |
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| Description |
We present here an application of the results on simulation of weakly self-similar stationary increment φ-sub-Gaussian processes, obtained by Kozachenko, Sottinen and Vasylyk in [1], to the process of fractional Brownian motion.
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| Date |
2009-11-11T15:20:16Z
2009-11-11T15:20:16Z 2006 |
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| Type |
Article
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| Identifier |
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) / Y. Kozachenko, O. Vasylyk // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 55–62. — Бібліогр.: 4 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4457 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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