Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal simulation schemes for Lévy driven stochastic differential equations |
scientific article |
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Optimal simulation schemes for Lévy driven stochastic differential equations (English)
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10 September 2014
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Lévy driven stochastic differential equations
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high order discretization schemes
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weak approximations
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regular variation
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Lévy measure
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