A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by \(\alpha\)-stable white noise (Q5076944)
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scientific article; zbMATH DE number 7528193
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| English | A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by \(\alpha\)-stable white noise |
scientific article; zbMATH DE number 7528193 |
Statements
A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by<i>α</i>-stable white noise (English)
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17 May 2022
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\(\alpha\)-stable processes
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stochastic differential equations
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simulation
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multivariate Lagrange interpolation
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0.9152159690856934
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0.7184552550315857
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0.6974524855613708
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