Abstract
AbstractIn this paper, we construct the model of a generalized fractional Brownian motion with parameter{\alpha\in(0,2)}, which approximates such a process with given reliability{1-\delta},{0<\delta<1}, and accuracy{\varepsilon>0}in the space{C([0,T])}. An Example of a simulation in{C([0,1])}is given.
Subject
Applied Mathematics,Statistics and Probability
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