Series representation and simulation of multifractional Lévy motions (Q4464171): Difference between revisions

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+The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
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+Approximations of small jumps of Lévy processes with a view towards simulation
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+Identification and properties of real harmonizable fractional Lévy motions
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+Elliptic Gaussian random processes
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+On simulation from infinitely divisible distributions
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+The best constants in the Khintchine inequality
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+Real harmonizable multifractional Lévy motions
@@ Property / cites work: Real harmonizable multifractional Lévy motions / rank @@
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+Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process.
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+Simulation of stochastic integrals with respect to Lévy processes of type G.
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+Publication:4464171