Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
-
Updated
May 8, 2021 - Python
Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
Fractional Brownian Motion crate for Rust. An attempt to keep parity with the Python fpm module.
Add a description, image, and links to the multifractional-brownian-motion topic page so that developers can more easily learn about it.
To associate your repository with the multifractional-brownian-motion topic, visit your repo's landing page and select "manage topics."