Simulated annealing for Lévy-driven jump-diffusions (Q927927)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulated annealing for Lévy-driven jump-diffusions |
scientific article |
Statements
Simulated annealing for Lévy-driven jump-diffusions (English)
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10 June 2008
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non-Gaussian stable Lévy process
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jump-diffusion
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heavy tail
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metastability
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extreme events
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first exit time
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large deviations
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simulated annealing
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cooling rate
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