Geodesic
Simulation of fractional Brownian motion basing on its spectral representation
Teoriâ slučajnyh processov, Tome 23 (2018) no. 1, pp. 73-81.

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We construct the model of a fractional Brownian motion (fBm) with parameter $\alpha\in(0,2)$, which approximates such process with given reliability $ 1- \delta$, $0\delta1$, and accuracy $\varepsilon > 0$ in the space $C([0,T])$ basing on a spectral representation of the fBm.
Keywords: Gaussian processes, fractional Brownian motion, spectral representation.
Mots-clés : simulation 
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     title = {Simulation of fractional {Brownian} motion basing on its spectral representation},
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}
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A. O. Pashko; O. I. Vasylyk. Simulation of fractional Brownian motion basing on its spectral representation. Teoriâ slučajnyh processov, Tome 23 (2018) no. 1, pp. 73-81. http://geodesic.mathdoc.fr/item/THSP_2018_23_1_a5/

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