Generating diffusions with fractional Brownian motion
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Cited in
(8)- Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm
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- Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion
- A fractional kinetic process describing the intermediate time behaviour of cellular flows
- Homogenization driven by a fractional Brownian motion: the shear layer case
- Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime
- Generating diffusions with fractional Brownian motion
- Rough homogenisation with fractional dynamics
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