fractional-brownian-motion
There are 15 repositories under fractional-brownian-motion topic.
crflynn/fbm
Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
732jhy/Fractional-Brownian-Motion
Python implementation of fractional brownian motion
GabrielFernandezFernandez/SPIVAE
Stochastic processes insights from VAE. Code for the paper: Learning minimal representations of stochastic processes with variational autoencoders.
fjprichard/PyAFBF
A python library for sampling image textures from the anisotropic fractional Brownian field.
colgreen/FractionalBrownianMotion
Fractional brownian motion generator, in C#/dotnet.
JayVanSchaick/2D-Noise-Mixer
The 2D noise mixer is designed to make mixing different types noise quick with only a few lines of code. Highly commented and easy to use, this system types to be non-platform specific.
AlbertoCuadra/fbm
Generate patterns using the fractional Brownian motion
PatrickvanEwijk/UpperboundApproachesDuality
Comparative Analysis of Dual Algorithms for high-dimensional Stopping Problems
732jhy/fractionalBM
R package for simulating paths of Fractional Brownian Motion and samples of Fractional Gaussian Noise.
BaptisteZloch/Discretization-of-continuous-time-arbitrage-strategies-in-financial-markets-with-fBm
Replication of the research paper : "Discretization of continuous-time arbitrage strategies in financial markets with fBm""
dan-haessler/SimplexNoise
Perlin Simplex Noise implementation
attilabuti/SimplexNoise
JavaScript implementation of simplex noise 2D algorithm with fBm and SplitMix32 in 550 bytes.
akononovicius/fractional-point-process
Analysis of point process driven by fractional Brownian motion.
isosphere/fbm
Fractional Brownian Motion crate for Rust. An attempt to keep parity with the Python fpm module.
rmsrosa/rode_conv_em
Companion notes with the numerics for the article on "Improved error estimates for the order of convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises" by Peter E. Kloeden and Ricardo M. S. Rosa