Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\) (Q1691501): Difference between revisions

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Property / author: Yuriy Vasil'ovich Kozachenko / rank
 
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Property / full work available at URL: https://doi.org/10.1515/mcma-2017-0115 / rank
 
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Latest revision as of 00:06, 15 July 2024

scientific article
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Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\)
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    Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\) (English)
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    16 January 2018
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    Gaussian process
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    model of process
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    simulation
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    reliability
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    accuracy
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