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Simulation of fractional Brownian motion with conditionalized random midpoint displacement · Study

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ArticleSimulation of fractional Brownian motion with conditionalized random midpoint displacement

Ilkka Norros1999

Article1999

Simulation of fractional Brownian motion with conditionalized random midpoint displacement

Ilkka Norros · Petteri Mannersalo

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Stochastic processes and financial applications Fractional Differential Equations Solutions Complex Systems and Time Series Analysis

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2003ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION 2005GPS schedulers and Gaussian traffic 2003Approximating some Volterra type stochastic integrals with applications to parameter estimation 2001Approximate formulae for Gaussian priority queues 2008QoS Analysis of Queuing Systems with Self-Similar Traffic and Heavy-Tailed Packet Sizes

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Year1999

Typearticle

Published1999-01-01

Languageen

Citations91

Files0 public / 0

ShelfStochastic processes and financial applications

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openalex_workW75541791

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