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Article Dans Une Revue Physical Review E : Statistical, Nonlinear, and Soft Matter Physics Année : 2020

Sampling first-passage times of fractional Brownian Motion using adaptive bisections

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hal-02276545 , version 1 (02-09-2019)

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Benjamin Walter, Kay Joerg Wiese. Sampling first-passage times of fractional Brownian Motion using adaptive bisections. Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2020, 101, pp.043312. ⟨10.1103/PhysRevE.101.043312⟩. ⟨hal-02276545⟩
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