Janicki, Aleksander; Weron, Aleksander - In: Mathematics and Computers in Simulation (MATCOM) 39 (1995) 1, pp. 9-19
The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to 2nd order stochastic differential equations, subject to large random external disturbances with infinite variance, described by α-stable Lévy motion...