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 |
|---|---|
| ISSN: | 0321-3900 |
| Автори: | , |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Інститут математики НАН України
2006
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| Онлайн доступ: | https://nasplib.isofts.kiev.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| _version_ | 1862707898559234048 |
|---|---|
| author | Kozachenko, Y. Vasylyk, O. |
| author_facet | Kozachenko, Y. Vasylyk, O. |
| 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. |
| collection | DSpace DC |
| 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.
|
| first_indexed | 2025-12-07T17:07:42Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4457 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T17:07:42Z |
| publishDate | 2006 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Kozachenko, Y. Vasylyk, O. 2009-11-11T15:20:16Z 2009-11-11T15:20:16Z 2006 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 https://nasplib.isofts.kiev.ua/handle/123456789/4457 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. en Інститут математики НАН України Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) Article published earlier |
| spellingShingle | Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1]) Kozachenko, Y. Vasylyk, O. |
| title | 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_short | 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]) |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4457 |
| work_keys_str_mv | AT kozachenkoy simulationoffractionalbrownianmotionwithgivenreliabilityandaccuracyinc01 AT vasylyko simulationoffractionalbrownianmotionwithgivenreliabilityandaccuracyinc01 |