Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion (Q1897661)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 792980
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion |
scientific article; zbMATH DE number 792980 |
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
0.8921666
0 references
0.8841777
0 references
0.8812089
0 references
0.88016915
0 references
0.8762447
0 references
0.87342227
0 references
