Approximation of Lévy-Feller diffusion by random walk (Q1301246): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / cites work | |||
Property / cites work: Stable laws of probability and completely monotone functions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5512461 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3721264 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Nichtnegativitäts- und substanzverhaltende Differenzenschemata für lineare Diffusionsgleichungen / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4155773 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4941491 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Conservative difference schemes for diffusion problems with boundary and interface conditions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4197095 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5536978 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5670001 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3141895 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4301585 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3717907 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2073384693 / rank | |||
Normal rank |
Latest revision as of 09:09, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Approximation of Lévy-Feller diffusion by random walk |
scientific article |
Statements
Approximation of Lévy-Feller diffusion by random walk (English)
0 references
19 November 2000
0 references
The authors define an explicit probability law on \(\mathbb{Z}\), lying in the domain of attraction of the stable law of index \(\alpha\in ]0,2]\) and asymmetry parameter \(\theta\).
0 references
stable law
0 references
random walk
0 references
0 references
0 references