Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion (Q1897661)

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Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion
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    Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion (English)
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    6 November 1995
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    stable Lévy motion
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    stable random measures
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    stochastic integrals and differential equations with stable integrators
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    diffusions with jumps
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    numerical discretization methods
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    computer simulation
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    estimation techniques
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