Simulation of stochastic integrals with respect to Lévy processes of type G.
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Publication:2574503
DOI10.1016/S0304-4149(02)00123-0zbMath1075.60051MaRDI QIDQ2574503
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)
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