Mathematics
Y. Kozachenko, I. Rozora
Abstract
In this paper the Gaussian stochastic processes, represented in the form of series, are considered. The approximating models of the Gaussian processes with given reliability and accuracy in Banach space C1[0,T] are constructed. The methods and the properties of square-Gaussian processes from [2, 3] for these approximating models are used. The similar methods for simulation of stochastic processes in the norm of different Banach spaces were constructed in [4, 5].
Citation format
KOZACHENKO, Y.; ROZORA, I. Simulation of gaussian stochastic processes. Random Operators and Stochastic Equations, 2003, 11: 275–296.