Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical inverse Lévy measure method for infinite shot noise series representation |
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Numerical inverse Lévy measure method for infinite shot noise series representation (English)
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6 June 2014
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infinitely divisible random vector
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Lévy process
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numerical inversion
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quasi-Monte Carlo method
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sample paths simulation
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stochastic differential equation with jumps
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