mBm2DQuantifKrigeage

Generates a 2D Mutli-fractional Brownian Motion (mBm) using krigging and a prequantification

Syntax

MBM = mBm2DQuantifKrigeage(N,H,K)

Description

MBM = mBm2DQuantifKrigeage(N,H,K) Generates the multi-fractional brownian motion, MBM, using a sample size, [N,N], a Holder function, H, and a number, K, of levels for the prequantification, with N a positive integer. This allows to model a process the pointwise regularity of which varies in time.

Examples

See Also

synth2

References

[1] O. Barrière, "Synthèse et estimation de mouvements Browniens multifractionnaires et autres processus à régularité prescrite. Définition du processus autorégulé multifractionnaire et applications", PhD Thesis (2007).