A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula (Q4683725)
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scientific article; zbMATH DE number 6943745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula |
scientific article; zbMATH DE number 6943745 |
Statements
A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula (English)
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26 September 2018
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Lévy process
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Kolmogorov forward equation
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nonuniform FFT
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fractional FFT
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sinc-Gauss sampling formula
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