Showing 1 - 2 results of 2 for search '"fractional Brownian motion"', query time: 0.03s Refine Results
  1. 1
    On approximation of stochastic integrals with respect to a fractional Brownian motion

    On approximation of stochastic integrals with respect to a fractional Brownian motion by Kęstutis Kubilius

    Published 2005-12-01
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  2. 2
    Spectral Representation and Simulation of Fractional Brownian Motion

    Spectral Representation and Simulation of Fractional Brownian Motion by Konstantin Rybakov

    Published 2025-01-01
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