On the simulation of sub-fractional Brownian motion

Aneta Morozewicz, Darya V. Filatova. On the simulation of sub-fractional Brownian motion. In 20th International Conference on Methods and Models in Automation and Robotics, MMAR 2015, Międzyzdroje, Poland, August 24-27, 2015. pages 400-405, IEEE, 2015. [doi]

Authors

Aneta Morozewicz

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Darya V. Filatova

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