Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601): Difference between revisions
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Revision as of 08:37, 5 March 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 |
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Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (English)
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29 November 2005
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numerical approximation
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convergence rate
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shot noise representation
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subordination
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