Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise (Q470380)
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scientific article; zbMATH DE number 6368743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise |
scientific article; zbMATH DE number 6368743 |
Statements
Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise (English)
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12 November 2014
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diffusion equations
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Ornstein-Uhlenbeck process
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\(\alpha\)-stable Lévy noise
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scaling limits
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