Analysis of accuracy of simulation of the fractional Brownian motion (Q4565627)
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scientific article; zbMATH DE number 6887141
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| English | Analysis of accuracy of simulation of the fractional Brownian motion |
scientific article; zbMATH DE number 6887141 |
Statements
12 June 2018
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Gaussian random process
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simulation
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model accuracy
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reliability model
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Brownian motion
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0.8952666521072388
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0.8855291604995728
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0.8550198674201965
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0.8516097068786621
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0.8244523406028748
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