New representation of generation algorithm for persistent fractional Brownian motion

MaRDI QIDQ3114334zbMATH OpenFDO

Authors Gyorgy Steinbrecher, B. Weyssow

Publication date 4 February 2012

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

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Cited in

(1)

• Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm

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