On modelling physical systems with stochastic models: diffusion versus Lévy processes (Q5503996)
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scientific article; zbMATH DE number 5495384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On modelling physical systems with stochastic models: diffusion versus Lévy processes |
scientific article; zbMATH DE number 5495384 |
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On modelling physical systems with stochastic models: diffusion versus Lévy processes (English)
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21 January 2009
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stochastic differential equations
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Lévy processes
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Gaussian processes
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numerical methods
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