Pages that link to "Item:Q1617261"
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The following pages link to Approximation and simulation of infinite-dimensional Lévy processes (Q1617261):
Displaying 21 items.
- Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes (Q880482) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- A comparison of two settings for stochastic integration with respect to Lévy processes in infinite dimensions (Q1712809) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient (Q2100538) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- Simulation of stochastic integrals with respect to Lévy processes of type G. (Q2574503) (← links)
- On some distributional properties of subordinated Gaussian random fields (Q2684935) (← links)
- Diffusion approximation of Lévy processes with a view towards finance (Q3168628) (← links)
- On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes (Q4424866) (← links)
- A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients (Q4611534) (← links)
- Simulation and approximation of Lévy-driven stochastic differential equations (Q4918491) (← links)
- Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients (Q5038943) (← links)
- A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients (Q5117944) (← links)
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
- \(L^p\) simulation for measures (Q6076840) (← links)
- Subordinated Gaussian random fields in elliptic partial differential equations (Q6116915) (← links)
- On properties and applications of Gaussian subordinated Lévy fields (Q6176163) (← links)
- Point process simulation of generalised hyperbolic Lévy processes (Q6190653) (← links)
