Brownian motion simulation: a quantization approach

Publisher： Taylor & Francis Ltd

E-ISSN： 1563-5163|85|9|1807-1817

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.85, Iss.9, 2015-06, pp. : 1807-1817

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Confidence bands for Brownian motion and applications to Monte Carlo simulation

By Kendall W.   Marin J.-M.   Robert C.  

Statistics and Computing, Vol. 17, Iss. 1, 2007-03 ,pp. : 1-10

Springer Publishing Company

Access to resources Recommend Favorite

An Approximation of Subfractional Brownian Motion

By Shen Guangjun   Yan Litan  

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 9, 2014-05 ,pp. : 1873-1886

Taylor & Francis Ltd

Access to resources Recommend Favorite

Fractional Brownian motion and clinical trials

By Lai D.   Davis B. R.   Hardy R. J.  

Journal of Applied Statistics, Vol. 27, Iss. 1, 2000-01 ,pp. : 103-108

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimators for the Drift of Subfractional Brownian Motion

By Shen Guangjun   Yan Litan  

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 8, 2014-04 ,pp. : 1601-1612

Taylor & Francis Ltd

Access to resources Recommend Favorite

Brownian-Laplace Motion and Its Use in Financial Modelling

By Reed William  

Communications in Statistics: Theory and Methods, Vol. 36, Iss. 3, 2007-01 ,pp. : 473-484

Taylor & Francis Ltd

Access to resources Recommend Favorite