Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (Q3120621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of a fractional Brownian motion in the space $L_p([0,T])$ |
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Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (English)
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5 March 2019
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Gaussian processes
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fractional Brownian motion
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simulation
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sub-Gaussian processes
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