Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1])

dc.contributor.author	Kozachenko, Y.
dc.contributor.author	Vasylyk, O.
dc.date.accessioned	2009-11-11T15:20:16Z
dc.date.available	2009-11-11T15:20:16Z
dc.date.issued	2006
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4457
dc.description.abstract	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_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1])	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US