Simulation of a Local Time Fractional Stable Motion (Q3086801)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Simulation of a Local Time Fractional Stable Motion
scientific article

    Statements

    Simulation of a Local Time Fractional Stable Motion (English)
    0 references
    0 references
    30 March 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    stable process
    0 references
    self similar process
    0 references
    shot noise series
    0 references
    local time
    0 references
    fractional Brownian motion
    0 references
    simulation
    0 references
    0 references
    0 references