Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise (Q470380): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G52 / rank | |||
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| Property / zbMATH DE Number: 6368743 / rank | |||
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diffusion equations | |||
| Property / zbMATH Keywords: diffusion equations / rank | |||
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Ornstein-Uhlenbeck process | |||
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\(\alpha\)-stable Lévy noise | |||
| Property / zbMATH Keywords: \(\alpha\)-stable Lévy noise / rank | |||
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scaling limits | |||
| Property / zbMATH Keywords: scaling limits / rank | |||
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Revision as of 16:27, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise |
scientific article |
Statements
Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise (English)
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12 November 2014
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diffusion equations
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Ornstein-Uhlenbeck process
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\(\alpha\)-stable Lévy noise
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scaling limits
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