Point process simulation of generalised hyperbolic Lévy processes (Q6190653)
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scientific article; zbMATH DE number 7800670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Point process simulation of generalised hyperbolic Lévy processes |
scientific article; zbMATH DE number 7800670 |
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Point process simulation of generalised hyperbolic Lévy processes (English)
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6 February 2024
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generalised inverse Gaussian process
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Lévy process
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series representations
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Monte Carlo methods
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stochastic differential equations
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