A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by<i>α</i>-stable white noise (Q5076944): Difference between revisions
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Revision as of 23:00, 19 March 2024
scientific article; zbMATH DE number 7528193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by<i>α</i>-stable white noise |
scientific article; zbMATH DE number 7528193 |
Statements
A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by<i>α</i>-stable white noise (English)
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17 May 2022
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\(\alpha\)-stable processes
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stochastic differential equations
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simulation
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multivariate Lagrange interpolation
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