Book Chapter10.1007/978-3-540-74496-2_10

Free-Knot Spline Approximation of Fractional Brownian Motion

Jakob Creutzig,Mikhail Lifshits-2007-12-29

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Keywords

MathematicsKnot (papermaking)Spline (mechanical)PiecewiseFractional Brownian motionMathematical analysisBrownian motionApproximation error

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