Simulation of multifractal products of Ornstein–Uhlenbeck type processes (Q3559670): Difference between revisions

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Latest revision as of 03:32, 20 March 2024

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Simulation of multifractal products of Ornstein–Uhlenbeck type processes
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    Simulation of multifractal products of Ornstein–Uhlenbeck type processes (English)
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    6 May 2010
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    simulation
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    multifractal processes
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    stochastic differential equations
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    sample path properties
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    stationary processes
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