Simulation methods and error analysis for trawl processes and ambit fields (Q6089636)

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scientific article; zbMATH DE number 7764081
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    Simulation methods and error analysis for trawl processes and ambit fields
    scientific article; zbMATH DE number 7764081

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      Simulation methods and error analysis for trawl processes and ambit fields (English)
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      13 November 2023
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      ambit fields
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      Infinite divisibility
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      Lévy bases
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      numerical study of stochastic processes
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      serial correlation
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      stochastic simulation
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      trawl processes
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