Simulation of sample paths and distribution of Liu integrals

MaRDI QIDQ5152332zbMATH OpenFDO

Authors Behrouz Fathi Vajargah

Publication date 17 September 2021

Full work available at URL http://www.jhs-uma.com/index.php/JHSMS/article/view/415

zbMATH Keywords

Liu integralLiu processpartitioned randsample pathsimulation method

Mathematics Subject Classification ID

Fuzzy probability (60A86) Stochastic processes (60G99)

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Cited in

(3)

• Convergence of realization-based statistics to model-based statistics for the LU unconditional simulation algorithm: some numerical tests
• A relation between moments of Liu process and Bernoulli numbers
• Standard Liu process with non decreasing sample paths

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