Analysis of accuracy of simulation of the fractional Brownian motion

zbMATH Open1399.60070MaRDI QIDQ4565627FDOQ4565627

A. O. Pashko

Publication date: 12 June 2018

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zbMATH Keywords

simulationBrownian motionGaussian random processreliability modelmodel accuracy

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

Cited In (1)

• Simulation paradoxes related to a fractional Brownian motion with small Hurst index

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