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Simulation of Brownian motion by truncated multiplicative functions

✍ Scribed by Z. Kryžius


Publisher
Springer
Year
1986
Tongue
English
Weight
417 KB
Volume
26
Category
Article
ISSN
0363-1672

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📜 SIMILAR VOLUMES


New Methods for Simulation of Fractional
✍ Z.-M. Yin 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 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