Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (Q3120621): Difference between revisions

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+Yuriy Vasil'ovich Kozachenko
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+SimEstFBM
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+https://doi.org/10.1090/tpms/1051
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+W2917799898
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION
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+Q3734960
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+Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
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+Uniform Convergence of Wavelet Expansions of Gaussian Random Processes
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+On an expansion of random processes in series
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+Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Representation Formulae for the Fractional Brownian Motion
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+Spectral numerical models of fractional Brownian motion
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+Spectral representation of fractional Brownian motion in n dimensions and its properties
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+Fractional Brownian motion in a nutshell
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+Publication:3120621