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Arithmetic simulation of Brownian motion

✍ Scribed by N. N. Lyashenko

Publisher
Springer
Year
1974
Tongue
English
Weight
565 KB
Volume
14
Category
Article
ISSN
0363-1672

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πŸ“œ SIMILAR VOLUMES

New Methods for Simulation of Fractional
New Methods for Simulation of Fractional Brownian Motion
✍ 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