Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion (Q1897661)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion |
scientific article |
Statements
Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion (English)
0 references
6 November 1995
0 references
stable Lévy motion
0 references
stable random measures
0 references
stochastic integrals and differential equations with stable integrators
0 references
diffusions with jumps
0 references
numerical discretization methods
0 references
computer simulation
0 references
estimation techniques
0 references