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A comparison of analytical methods for the study of fractional brownian motion

✍ Scribed by Russell Fischer; Metin Akay


Book ID
112811167
Publisher
Springer
Year
1996
Tongue
English
Weight
592 KB
Volume
24
Category
Article
ISSN
0090-6964

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πŸ“œ SIMILAR VOLUMES


New Methods for Simulation of Fractional
✍ Z.-M. Yin πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 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