An accurate fractional Brownian motion generator
- 1 July 1994
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 208 (1) , 21-30
- https://doi.org/10.1016/0378-4371(94)90531-2
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Diffusion in disordered mediaAdvances in Physics, 1987
- A Fast Fractional Gaussian Noise GeneratorWater Resources Research, 1971
- Some long‐run properties of geophysical recordsWater Resources Research, 1969
- Noah, Joseph, and Operational HydrologyWater Resources Research, 1968
- Fractional Brownian Motions, Fractional Noises and ApplicationsSIAM Review, 1968