Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545): Difference between revisions

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Latest revision as of 12:29, 11 June 2024

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Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process.
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    Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (English)
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    29 November 2005
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    Euler scheme
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    limit theorems
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