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Simulation of the fractional Brownian motion on the basis of the Durbin and Schur algorithms

Simulation of the fractional Brownian motion on the basis of the Durbin and Schur algorithms

Коковякин , Денис Григорьевич
URI: http://lib.nsu.ru:8081/xmlui/handle/nsu/10289
xmlui.dri2xhtml.METS-1.0.item-date-issued: 2016
xmlui.dri2xhtml.METS-1.0.item-nsu-diss-head: Пригарин С.М.
xmlui.dri2xhtml.METS-1.0.item-date-available: 2016-05-25

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