Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
Python implementation of fractional brownian motion
Stochastic processes insights from VAE. Code for the paper: Learning minimal representations of stochastic processes with variational autoencoders.
Implementation of NeurIPS 2024 ML4Physics workshop paper "fBm-Based Generative Inpainting for the Reconstruction of Chromosomal Distances"
A python library for sampling image textures from the anisotropic fractional Brownian field.
Generate patterns using the fractional Brownian motion
Fractional brownian motion generator, in C#/dotnet.
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.
Comparative Analysis of Dual Algorithms for high-dimensional Stopping Problems
R package for simulating paths of Fractional Brownian Motion and samples of Fractional Gaussian Noise.
Replication of the research paper : "Discretization of continuous-time arbitrage strategies in financial markets with fBm""
KISTEP modular pipeline for the characterization of anomalous diffusion trajectories.
Simulating multi-dimensional bounded fractional Brownian motion with time varying diffusivity and hurst exponent.
Analysis of point process driven by fractional Brownian motion.
JavaScript implementation of simplex noise 2D algorithm with fBm and SplitMix32 in 550 bytes.
Fractional Brownian Motion crate for Rust. An attempt to keep parity with the Python fpm module.
Companion notes with the numerics for the article on "Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises" by Peter E. Kloeden and Ricardo M. S. Rosa
Add a description, image, and links to the fractional-brownian-motion topic page so that developers can more easily learn about it.
To associate your repository with the fractional-brownian-motion topic, visit your repo's landing page and select "manage topics."