Pages that link to "Item:Q3122805"
From MaRDI portal
The following pages link to Approximation of stochastic differential equations driven by α-stable Lévy motion (Q3122805):
Displaying 14 items.
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion (Q1897661) (← links)
- Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise (Q2088244) (← links)
- First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise (Q2191844) (← links)
- A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process (Q2434486) (← links)
- Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients (Q2865107) (← links)
- Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders (Q3441440) (← links)
- Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion (Q4522949) (← links)
- Simulation and approximation of Lévy-driven stochastic differential equations (Q4918491) (← links)
- An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations (Q4931165) (← links)
- Asymptotic behaviour on the linear self-interacting diffusion driven by <i>α</i>-stable motion (Q5086725) (← links)
- A probability approximation framework: Markov process approach (Q6104007) (← links)
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
