Stein, M. L. Fast and exact simulation of fractional Brownian motion. Journal of Computational and Graphical Statistics. 2002, 11 (3): 587–599. S2CID 121718378. doi:10.1198/106186002466.
Stein, M. L. Fast and exact simulation of fractional Brownian motion. Journal of Computational and Graphical Statistics. 2002, 11 (3): 587–599. S2CID 121718378. doi:10.1198/106186002466.