Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1])
We present here an application of the results on simulation of weakly self-similar stationary increment φ-sub-Gaussian processes, obtained by Kozachenko, Sottinen and Vasylyk in [1], to the process of fractional Brownian motion.
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| Дата: | 2006 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2006
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4457 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) / Y. Kozachenko, O. Vasylyk // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 55–62. — Бібліогр.: 4 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4457 |
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dspace |
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irk-123456789-44572009-11-12T12:00:24Z Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) Kozachenko, Y. Vasylyk, O. We present here an application of the results on simulation of weakly self-similar stationary increment φ-sub-Gaussian processes, obtained by Kozachenko, Sottinen and Vasylyk in [1], to the process of fractional Brownian motion. 2006 Article Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) / Y. Kozachenko, O. Vasylyk // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 55–62. — Бібліогр.: 4 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4457 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
We present here an application of the results on simulation of weakly self-similar stationary increment φ-sub-Gaussian processes, obtained by Kozachenko, Sottinen and Vasylyk in [1], to the process of fractional Brownian motion. |
| format |
Article |
| author |
Kozachenko, Y. Vasylyk, O. |
| spellingShingle |
Kozachenko, Y. Vasylyk, O. Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) |
| author_facet |
Kozachenko, Y. Vasylyk, O. |
| author_sort |
Kozachenko, Y. |
| title |
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) |
| title_short |
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) |
| title_full |
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) |
| title_fullStr |
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) |
| title_full_unstemmed |
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) |
| title_sort |
simulation of fractional brownian motion with given reliability and accuracy in c([0, 1]) |
| publisher |
Інститут математики НАН України |
| publishDate |
2006 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4457 |
| citation_txt |
Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) / Y. Kozachenko, O. Vasylyk // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 55–62. — Бібліогр.: 4 назв.— англ. |
| work_keys_str_mv |
AT kozachenkoy simulationoffractionalbrownianmotionwithgivenreliabilityandaccuracyinc01 AT vasylyko simulationoffractionalbrownianmotionwithgivenreliabilityandaccuracyinc01 |
| first_indexed |
2023-03-24T08:30:14Z |
| last_indexed |
2023-03-24T08:30:14Z |
| _version_ |
1796139182612021248 |