Spectral numerical models of fractional Brownian motion (Q3632746)
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scientific article; zbMATH DE number 5564765
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Spectral numerical models of fractional Brownian motion |
scientific article; zbMATH DE number 5564765 |
Statements
Spectral numerical models of fractional Brownian motion (English)
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12 June 2009
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numerical examples
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numerical algorithms
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fractional Brownian motion
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Wiener process
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spectral decomposition
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convergence
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0.8628724217414856
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0.8570948243141174
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0.8548483848571777
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0.8548483848571777
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0.8340492248535156
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