Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm (Q1605802)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm
scientific article

    Statements

    Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm (English)
    0 references
    0 references
    0 references
    0 references
    24 July 2002
    0 references
    correlation function
    0 references
    second partial derivative
    0 references
    Gaussian noise
    0 references

    Identifiers