Simulated annealing for Lévy-driven jump-diffusions (Q927927)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simulated annealing for Lévy-driven jump-diffusions |
scientific article; zbMATH DE number 5285985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulated annealing for Lévy-driven jump-diffusions |
scientific article; zbMATH DE number 5285985 |
Statements
Simulated annealing for Lévy-driven jump-diffusions (English)
0 references
10 June 2008
0 references
non-Gaussian stable Lévy process
0 references
jump-diffusion
0 references
heavy tail
0 references
metastability
0 references
extreme events
0 references
first exit time
0 references
large deviations
0 references
simulated annealing
0 references
cooling rate
0 references
0.8919523
0 references
0.89126384
0 references
0.88796765
0 references
0.8877964
0 references
0.8828502
0 references
0.87798774
0 references
0.87707484
0 references
