Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization (Q4992254)
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scientific article; zbMATH DE number 7356306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization |
scientific article; zbMATH DE number 7356306 |
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Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization (English)
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8 June 2021
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stable laws
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Lévy processes
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homogenization
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multiscale dynamics
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numerical simulation of SDEs
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