Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion
type: Item
instance of: scholarly article
title: Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion
zbMATH Open document ID: 0824.60082
DOI: 10.1016/0378-4754(93)E0071-C
author: Aleksander Janicki
published in: Mathematics and Computers in Simulation
publication date: 1995-11-06T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 792980
zbMATH Keywords: stable Lévy motion
zbMATH Keywords: stable random measures
zbMATH Keywords: stochastic integrals and differential equations with stable integrators
zbMATH Keywords: diffusions with jumps
zbMATH Keywords: numerical discretization methods
zbMATH Keywords: computer simulation
zbMATH Keywords: estimation techniques
MaRDI profile type: Publication
cites work: Q4404205
cites work: Q4727204
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cites work: Q4039796
cites work: Stability theorem for stochastic differential equations with jumps
cites work: Weak limit theorems for stochastic integrals and stochastic differential equations
cites work: Discretization and simulation of stochastic differential equations
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cites work: Sur l'approximation des solutions d'�quations diff�rentielles stochastiques
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description: scientific article; zbMATH DE number 792980