Simulation of stochastic integrals with respect to Lévy processes of type G. (Q2574503)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of stochastic integrals with respect to Lévy processes of type G. |
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Simulation of stochastic integrals with respect to Lévy processes of type G. (English)
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29 November 2005
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type G distribution
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variance mixture
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shot noise representation
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stochastic time change
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subordination
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