Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\)
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Publication:1691501
DOI10.1515/mcma-2017-0115zbMath1386.60133MaRDI QIDQ1691501
Marina Petranova, Yuriy Vasil'ovich Kozachenko
Publication date: 16 January 2018
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma-2017-0115
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