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A new method for fractional Brownian motion interpolation

โœ Scribed by Zhaojin Han; Denney, T.S., Jr.


Book ID
118690326
Publisher
IEEE
Year
1999
Tongue
English
Weight
167 KB
Volume
47
Category
Article
ISSN
1053-587X

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New Methods for Simulation of Fractional
โœ Z.-M. Yin ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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