Computer simulation of diffusions driven by α-stable Lévy motion
Year of publication: |
1995
|
---|---|
Authors: | Janicki, Aleksander |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 38.1995, 1, p. 97-101
|
Publisher: |
Elsevier |
Subject: | Stable Lévy motion | Stable random measures | Stochastic integrals and differential equations with stable integrators | Diffusions with jumps | Statistical estimation | Computer simulation |
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