Simulation methods and error analysis for trawl processes and ambit fields

DOI10.1016/j.matcom.2023.07.018arXiv2208.08784MaRDI QIDQ6089636

Almut E. D. Veraart, Dan Leonte

Publication date: 13 November 2023

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.08784

zbMATH Keywords

serial correlationstochastic simulationambit fieldsLévy basesInfinite divisibilitytrawl processesnumerical study of stochastic processes

Mathematics Subject Classification ID

Numerical analysis (65-XX) Computer science (68-XX)

Cites Work

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