Fractional Brownian motion (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Fractional Brownian motion" in English language version.

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Falconer, Kenneth (2003). Fractal Geometry Mathematical Foundations and Applications (2 ed.). Wiley. p. 268. ISBN 0-470-84861-8. Retrieved 23 January 2024.

Kroese, Dirk P.; Botev, Zdravko I. (2015). "Spatial Process Simulation". In Schmidt, V. (ed.). Stochastic Geometry, Spatial Statistics and Random Fields. Lecture Notes in Mathematics. Vol. 2120. Berlin: Springer-Verlag. pp. 369–404. arXiv:1308.0399. doi:10.1007/978-3-319-10064-7_12. ISBN 978-3-319-10063-0.

Kroese, Dirk P.; Botev, Zdravko I. (2015). "Spatial Process Simulation". In Schmidt, V. (ed.). Stochastic Geometry, Spatial Statistics and Random Fields. Lecture Notes in Mathematics. Vol. 2120. Berlin: Springer-Verlag. pp. 369–404. arXiv:1308.0399. doi:10.1007/978-3-319-10064-7_12. ISBN 978-3-319-10063-0.
Coeurjolly, Jean-François (2000). "Simulation and Identification of the Fractional Brownian Motion: A Bibliographical and Comparative Study". Journal of Statistical Software. 5 (7). doi:10.18637/jss.v005.i07.
Decreusefond, Laurent; Üstünel, Ali Süleyman (1999). "Stochastic analysis of the fractional Brownian motion". Potential Analysis. 10 (2): 177–214. doi:10.1023/A:1008634027843.