3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2025
On Approximate Representation of Fractional Brownian Motion
Konstantin A. Rybakov
This paper considers the orthogonal expansion of the fractional Brownian motion relative to the Legendre polynomials. Such an expansion has not only theoretical but also practical…
math.PR2025★ 3 cited
Spectral Representation and Simulation of Fractional Brownian Motion
Konstantin A. Rybakov
The paper gives a new representation for the fractional Brownian motion that can be applied to simulate this self-similar random process in continuous time. Such a representation i…