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"Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given ..."

Yuriy Kozachenko, Marina Petranova (2017)

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DOI: 10.1515/MCMA-2017-0115

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/mcma/KozachenkoP17
Yuriy Kozachenko, Marina Petranova:
Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space C ⁢ ( [ 0 , T ] ) C([0, T]). Monte Carlo Methods Appl. 23(4): 277-286 (2017)

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