Simulation of multifractal products of Ornstein-Uhlenbeck type processes (Q3559670)
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scientific article; zbMATH DE number 5704760
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| English | Simulation of multifractal products of Ornstein-Uhlenbeck type processes |
scientific article; zbMATH DE number 5704760 |
Statements
Simulation of multifractal products of Ornstein–Uhlenbeck type processes (English)
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6 May 2010
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simulation
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multifractal processes
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stochastic differential equations
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sample path properties
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stationary processes
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0.8679237365722656
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0.824492335319519
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0.8173346519470215
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0.7967128157615662
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0.7858336567878723
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