Pages that link to "Item:Q1617261"

The following pages link to Approximation and simulation of infinite-dimensional Lévy processes (Q1617261):

Displaying 9 items.

• Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
• Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
• Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
• Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient (Q2100538) (← links)
• On some distributional properties of subordinated Gaussian random fields (Q2684935) (← links)
• Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients (Q5038943) (← links)
• Subordinated Gaussian random fields in elliptic partial differential equations (Q6116915) (← links)
• On properties and applications of Gaussian subordinated Lévy fields (Q6176163) (← links)
• Point process simulation of generalised hyperbolic Lévy processes (Q6190653) (← links)