Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm
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Publication:1605802
DOI10.1016/S0378-4371(02)00778-1zbMath0996.60091OpenAlexW2064557780MaRDI QIDQ1605802
Donald R. McGaughey, G. J. M. Aitken
Publication date: 24 July 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(02)00778-1
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