Simulation and approximation of Lévy-driven stochastic differential equations (Q4918491)
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scientific article; zbMATH DE number 6157516
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| English | Simulation and approximation of Lévy-driven stochastic differential equations |
scientific article; zbMATH DE number 6157516 |
Statements
Simulation and approximation of Lévy-driven stochastic differential equations (English)
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25 April 2013
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Lévy process
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stochastic differential equation
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Monte Carlo method
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Euler method
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Wasserstein distance
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0.9580504
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0.9401294
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0.9359135
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0.93155944
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0.9281734
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0.9195063
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0.9175037
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