Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
A python library for sampling image textures from the anisotropic fractional Brownian field.
Simulating multi-dimensional bounded fractional Brownian motion with time varying diffusivity and hurst exponent.
Stochastic processes insights from VAE. Code for the paper: Learning minimal representations of stochastic processes with variational autoencoders.