Simulation and approximation of Lévy-driven stochastic differential equations (Q4918491): Difference between revisions
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Revision as of 18:01, 5 March 2024
scientific article; zbMATH DE number 6157516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation and approximation of Lévy-driven stochastic differential equations |
scientific article; zbMATH DE number 6157516 |
Statements
Simulation and approximation of Lévy-driven stochastic differential equations (English)
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25 April 2013
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Lévy process
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stochastic differential equation
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Monte Carlo method
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Euler method
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Wasserstein distance
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