Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0304-4149(03)00100-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2037748810 / rank | |||
Normal rank | |||
Latest revision as of 09:05, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. |
scientific article |
Statements
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (English)
0 references
29 November 2005
0 references
numerical approximation
0 references
convergence rate
0 references
shot noise representation
0 references
subordination
0 references
0 references
0 references
0 references
0 references
0 references
