[Springer Proceedings in Mathematics & Statistics] Stochastic Processes and Applications Volume 271 (SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017) || On Simulation of a Fractional Ornstein–Uhlenbeck Process of the Second Kind by the Circulant Embedding Method
Silvestrov, Sergei, Malyarenko, Anatoliy, Rančić, MilicaVolume:
10.1007/97
Year:
2018
Language:
english
DOI:
10.1007/978-3-030-02825-1_8
File:
PDF, 167 KB
english, 2018