New methods for simulation of fractional Brownian motion
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Publication:1924856
DOI10.1006/jcph.1996.0158zbMath0859.65145OpenAlexW2049963749MaRDI QIDQ1924856
Publication date: 15 April 1997
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/718b76a47431cfa7edc6b8cff9cd9396b039fb7e
algorithmsfractional Brownian motionfast Fourier transformsspectral methodstationary processturning bands method
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