On simulation of a fractional Ornstein-Uhlenbeck process of the second kind by the circulant embedding method (Q2329114)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On simulation of a fractional Ornstein-Uhlenbeck process of the second kind by the circulant embedding method |
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On simulation of a fractional Ornstein-Uhlenbeck process of the second kind by the circulant embedding method (English)
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17 October 2019
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck process
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circulant embedding method
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simulation
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