Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. |
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Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (English)
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29 November 2005
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Euler scheme
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limit theorems
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