๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Smoothness of densities for area-like processes of fractional Brownian motion

โœ Scribed by Driscoll, Patrick


Book ID
118785874
Publisher
Springer
Year
2011
Tongue
English
Weight
300 KB
Volume
155
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


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