Approximation of Lévy-Feller diffusion by random walk (Q1301246)
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scientific article; zbMATH DE number 1331696
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| English | Approximation of Lévy-Feller diffusion by random walk |
scientific article; zbMATH DE number 1331696 |
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Approximation of Lévy-Feller diffusion by random walk (English)
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19 November 2000
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The authors define an explicit probability law on \(\mathbb{Z}\), lying in the domain of attraction of the stable law of index \(\alpha\in ]0,2]\) and asymmetry parameter \(\theta\).
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stable law
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random walk
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