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
24 July 2002
0 references
correlation function
0 references
second partial derivative
0 references
Gaussian noise
0 references