Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. |
scientific article |
Statements
Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (English)
0 references
29 November 2005
0 references
Euler scheme
0 references
limit theorems
0 references
