A general framework for simulation of fractional fields

Stochastic Processes and their Applications

Volumn 118, Issue 9, 2008, Pages 1489-1517

  Cohen, Serge ^a   Lacaux, Céline ^b   Ledoux, Michel ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b UNIVERSITÉ HENRI POINCARÉ NANCY 1   (France)

Author keywords

Fractional fields; Infinitely divisible distributions; Simulation of random fields

Indexed keywords

BROWNIAN MOVEMENT;

FRACTIONAL BROWNIAN MOTION; FRACTIONAL FIELDS; GENERAL FRAMEWORK; INFINITELY DIVISIBLE; INFINITELY DIVISIBLE DISTRIBUTIONS; NON-GAUSSIAN; SHOT-NOISE; SIMULATION OF RANDOM FIELDS; STABLE FIELDS;

ELECTRIC DIPOLE MOMENTS;

EID: 40449110829     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.09.008     Document Type: Article

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