"Simulation of generalized fractional Brownian motion in C([0, T])."

Yuriy Kozachenko, Anatolii Pashko, Olga Vasylyk (2018)

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DOI: 10.1515/MCMA-2018-0016

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/mcma/KozachenkoPV18
Yuriy Kozachenko, Anatolii Pashko, Olga Vasylyk:
Simulation of generalized fractional Brownian motion in C([0, T]). Monte Carlo Methods Appl. 24(3): 179-192 (2018)

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