Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q245590 |
Changed an Item |
||
| Property / author | |||
| Property / author: Sylvain Rubenthaler / rank | |||
Normal rank | |||
Revision as of 18:49, 11 February 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 |
Statements
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (English)
0 references
29 November 2005
0 references
numerical approximation
0 references
convergence rate
0 references
shot noise representation
0 references
subordination
0 references
