Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545): Difference between revisions
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Revision as of 18:49, 11 February 2024
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| Language | Label | Description | Also known as |
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| English | 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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