Approximation of Lévy-Feller diffusion by random walk (Q1301246): Difference between revisions
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Revision as of 21:16, 28 May 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)
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19 November 2000
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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 \(\theta\).
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stable law
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random walk
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