𝔖 Bobbio Scriptorium
✦   LIBER   ✦

New Type of Brownian Motion

✍ Scribed by M. Gitterman

Book ID
106432084
Publisher
Springer
Year
2011
Tongue
English
Weight
223 KB
Volume
146
Category
Article
ISSN
0022-4715

No coin nor oath required. For personal study only.

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