A weak approximation of stochastic differential equations with jumps through tempered polynomial optimization (Q4906406)
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scientific article; zbMATH DE number 6135649
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| English | A weak approximation of stochastic differential equations with jumps through tempered polynomial optimization |
scientific article; zbMATH DE number 6135649 |
Statements
A Weak Approximation of Stochastic Differential Equations with Jumps Through Tempered Polynomial Optimization (English)
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11 February 2013
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stochastic differential equations with jumps
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weak approximation
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exponential tempering
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Lévy process
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Ornstein-Uhlenbeck process
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semidefinite programming
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stable subordinator
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0.9120854735374452
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0.7939749360084534
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0.7729851603507996
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0.7689096331596375
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0.7570945024490356
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