{"id":"https://openalex.org/W2244561198","doi":"https://doi.org/10.1007/978-3-662-01131-7_27","title":"Simulation of Multifractional Brownian Motion","display_name":"Simulation of Multifractional Brownian Motion","publication_year":1998,"publication_date":"1998-01-01","ids":{"openalex":"https://openalex.org/W2244561198","doi":"https://doi.org/10.1007/978-3-662-01131-7_27","mag":"2244561198"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-662-01131-7_27","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-662-01131-7_27","pdf_url":null,"source":{"id":"https://openalex.org/S4306506691","display_name":"COMPSTAT","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"COMPSTAT","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110784131","display_name":"Grace Chan","orcid":null},"institutions":[{"id":"https://openalex.org/I126307644","display_name":"University of Iowa","ror":"https://ror.org/036jqmy94","country_code":"US","type":"education","lineage":["https://openalex.org/I126307644"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Grace Chan","raw_affiliation_strings":["Department of Statistics and Actuarial Science, University of Iowa, Iowa City, USA"],"affiliations":[{"raw_affiliation_string":"Department of Statistics and Actuarial Science, University of Iowa, Iowa City, USA","institution_ids":["https://openalex.org/I126307644"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5019248593","display_name":"Andrew T. A. Wood","orcid":"https://orcid.org/0000-0003-2975-1986"},"institutions":[{"id":"https://openalex.org/I51601045","display_name":"University of Bath","ror":"https://ror.org/002h8g185","country_code":"GB","type":"education","lineage":["https://openalex.org/I51601045"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Andrew T. A. Wood","raw_affiliation_strings":["Department of Mathematical Sciences, University of Bath, Bath, UK"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, University of Bath, Bath, UK","institution_ids":["https://openalex.org/I51601045"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5110784131"],"corresponding_institution_ids":["https://openalex.org/I126307644"],"apc_list":null,"apc_paid":null,"fwci":11.7151,"has_fulltext":false,"cited_by_count":38,"citation_normalized_percentile":{"value":0.98236382,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"233","last_page":"238"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9866999983787537,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9664999842643738,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fractional-brownian-motion","display_name":"Fractional Brownian motion","score":0.8762861490249634},{"id":"https://openalex.org/keywords/generalization","display_name":"Generalization","score":0.673503577709198},{"id":"https://openalex.org/keywords/hurst-exponent","display_name":"Hurst exponent","score":0.625764012336731},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.6229950189590454},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5961930155754089},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.48457062244415283},{"id":"https://openalex.org/keywords/grid","display_name":"Grid","score":0.4563908576965332},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.43801504373550415},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3770643174648285},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.21751341223716736},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.17204412817955017},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.14912819862365723}],"concepts":[{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.8762861490249634},{"id":"https://openalex.org/C177148314","wikidata":"https://www.wikidata.org/wiki/Q170084","display_name":"Generalization","level":2,"score":0.673503577709198},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.625764012336731},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.6229950189590454},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5961930155754089},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.48457062244415283},{"id":"https://openalex.org/C187691185","wikidata":"https://www.wikidata.org/wiki/Q2020720","display_name":"Grid","level":2,"score":0.4563908576965332},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.43801504373550415},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3770643174648285},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.21751341223716736},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.17204412817955017},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14912819862365723}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-662-01131-7_27","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-662-01131-7_27","pdf_url":null,"source":{"id":"https://openalex.org/S4306506691","display_name":"COMPSTAT","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"COMPSTAT","raw_type":"book-chapter"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.48.6312","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.48.6312","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.maths.unsw.edu.au/staweb/TECHNICAL/s98-3.ps","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W2031753087","https://openalex.org/W2032121576","https://openalex.org/W2051374412","https://openalex.org/W2058401452","https://openalex.org/W2165140615","https://openalex.org/W2299769372","https://openalex.org/W2579190672","https://openalex.org/W2801213956","https://openalex.org/W2983836991","https://openalex.org/W6662554897"],"related_works":["https://openalex.org/W2598604020","https://openalex.org/W2065636764","https://openalex.org/W4214728250","https://openalex.org/W4282978122","https://openalex.org/W4241931890","https://openalex.org/W2962822513","https://openalex.org/W2010016922","https://openalex.org/W1991515822","https://openalex.org/W2953185455","https://openalex.org/W1890689941"],"abstract_inverted_index":{"Multifractional":[0],"Brownian":[1,9],"motion":[2,10],"(MFBm)":[3],"is":[4],"a":[5,21,38],"generalization":[6],"of":[7,35],"Fractional":[8],"(FBm)":[11],"in":[12,20],"which":[13],"the":[14],"Hurst":[15],"parameter":[16],"varies":[17],"with":[18],"time":[19],"prescribed":[22],"manner.":[23],"In":[24],"this":[25],"paper":[26],"we":[27],"investigate":[28],"an":[29],"approximate":[30],"method":[31],"for":[32],"simulating":[33],"realizations":[34],"MFBm":[36],"on":[37],"finite":[39],"grid.":[40]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":3}],"updated_date":"2026-04-17T18:11:37.981687","created_date":"2025-10-10T00:00:00"}
