New Methods for Simulation of Fractional
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Z.-M. Yin
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Article
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1996
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Elsevier Science
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English
โ 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