Jump finding of a stable process
From MaRDI portal
Recommendations
- A noise of new type and its application
- A new noise depending on a space parameter and its application
- A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by -stable white noise
- Point processes subordinated to compound Poisson processes
- scientific article; zbMATH DE number 5064484
Cited in
(3)
This page was built for publication: Jump finding of a stable process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5493846)