New Methods for Simulation of Fractional
β
Z.-M. Yin
π
Article
π
1996
π
Elsevier Science
π
English
β 278 KB
approximation is good only if the frequency ( f ) is relatively large [14, pp. 155-158, 247]. Consequently, inaccuracy in We present new algorithms for simulation of fractional Brownian motion (fBm) which comprises a set of important random functions simulation of fBm, resulting from the Fourier fi