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

  • Yuriy Kozachenko, Anatolii Pashko, Olga Vasylyk
  • Monte Carlo Methods and Applications, September 2018, De Gruyter
  • DOI: 10.1515/mcma-2018-0016

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http://dx.doi.org/10.1515/mcma-2018-0016

The following have contributed to this page: Yuriy Kozachenko and Olga Vasylyk