Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601): Difference between revisions

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Latest revision as of 09:05, 30 July 2024

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Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes.
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    Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (English)
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    29 November 2005
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    numerical approximation
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    convergence rate
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    shot noise representation
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    subordination
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