Simulation and approximation of Lévy-driven stochastic differential equations (Q4918491)

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scientific article; zbMATH DE number 6157516
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Simulation and approximation of Lévy-driven stochastic differential equations
scientific article; zbMATH DE number 6157516

    Statements

    Simulation and approximation of Lévy-driven stochastic differential equations (English)
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    25 April 2013
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    Lévy process
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    stochastic differential equation
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    Monte Carlo method
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    Euler method
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    Wasserstein distance
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