Simulation of multifractal products of Ornstein–Uhlenbeck type processes (Q3559670): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1088/0951-7715/23/4/004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2079246320 / rank | |||
Normal rank | |||
Latest revision as of 02:32, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of multifractal products of Ornstein–Uhlenbeck type processes |
scientific article |
Statements
Simulation of multifractal products of Ornstein–Uhlenbeck type processes (English)
0 references
6 May 2010
0 references
simulation
0 references
multifractal processes
0 references
stochastic differential equations
0 references
sample path properties
0 references
stationary processes
0 references
