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  • SimEstFBM
  • Referenced in 35 articles [sw26366]
  • Simulation and identification of the fractional Brownian motion: a bibliographical and comparative study. We present ... simulation and identification of the fractional Brownian motion. The discussed implementation is realized within...

  • YUIMA
  • Referenced in 41 articles [sw11399]
  • fractional Brownian motion. For the estimation of the drift λ, the results are obtained only...

  • phytools
  • Referenced in 13 articles [sw10003]
  • character evolution on the tree; fast Brownian motion simulation and simulation under several other models...

  • NetNUMPAC
  • Referenced in 6 articles [sw19081]
  • functionals represented as integrals of geometric Brownian motion. The purpose of this paper ... integrals in time of geometric Brownian motions and to present results on numerical computations...

  • dvfBm
  • Referenced in 4 articles [sw14462]
  • dvfBm: Discrete variations of a fractional Brownian motion. Hurst exponent estimation of a fractional Brownian...

  • ITSM2000
  • Referenced in 5 articles [sw16941]
  • Financial Time Series – Introductions to Brownian motion, Lévy processes and Itô calculus – An expanded section...

  • exitbm
  • Referenced in 3 articles [sw33270]
  • exitbm: a library for simulating Brownian motion’s exit times and positions from simple domains ... exit time and position of the Brownian motion from simple domains, namely intervals, squares...

  • mvMORPH
  • Referenced in 4 articles [sw20088]
  • Models to Morphometric Data. Fits multivariate (Brownian Motion, Early Burst, ACDC, Ornstein-Uhlenbeck and Shifts...

  • smam
  • Referenced in 2 articles [sw27384]
  • including moving-resting process with embedded Brownian motion according ... /s11009-017-9547-6>, Brownian motion with measurement error according to Pozdnyakov et al. (2014) Brownian motion, Pozdnyakov...

  • Tweezercalib
  • Referenced in 2 articles [sw00987]
  • spectrum of position of bead doing Brownian motion in incompressible fluid, possibly near microscope cover ... with corrections due to frequency dependence of motion and distance to a surface nearby.Summary ... should be positions of bead doing Brownian motion while held by optical tweezers. For high...

  • Rphylopars
  • Referenced in 3 articles [sw26123]
  • model, which can be specified as Brownian Motion, Ornstein-Uhlenbeck, Early-Burst, Pagel’s lambda...

  • FracSim
  • Referenced in 1 article [sw26009]
  • Package to Simulate Multifractional Lévy Motions. In this article a procedure is proposed to simulate ... Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable (multi)fractional Lévy...

  • LSMonteCarlo
  • Referenced in 1 article [sw36182]
  • plots, quickly generate Geometric Brownian motion, and calculate prices of European options with Black & Scholes...

  • remBoot
  • Referenced in 1 article [sw29157]
  • based on brownian motion and allows the estimation of animal densities for a given survey...

  • TurbuStat
  • Referenced in 1 article [sw28280]
  • producing simulated observations of fractional Brownian Motion fields, including two-dimensional images and optically-thin...

  • TweezPal
  • Referenced in 1 article [sw06048]
  • calibration is based on the Brownian motion of a particle trapped in a stationary optical...

  • OUOUCIR
  • Referenced in 1 article [sw34465]
  • particular, two members of Gaussian processes, Brownian motion and the Ornstein-Uhlenbeck process, have been...

  • Symbulate
  • Referenced in 1 article [sw30830]
  • Poisson processes; and Gaussian processes, including Brownian motion. In this work, we demonstrate Symbulate, discuss...