Series representation and simulation of multifractional Lévy motions (Q4464171)
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scientific article; zbMATH DE number 2067392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Series representation and simulation of multifractional Lévy motions |
scientific article; zbMATH DE number 2067392 |
Statements
Series representation and simulation of multifractional Lévy motions (English)
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27 May 2004
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multifractional Lévy motions
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generalized shot-noise series
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functional central limit theorem
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multifractional Brownian motion
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simulation
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