Computer simulation of diffusions driven by α-stable Lévy motion-Reference-Cited by-同舟云学术

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Computer simulation of diffusions driven by α-stable Lévy motion

Published:1995-05 Issue:1-3 Volume:38 Page:97-101
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Janicki Aleksander

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference11 articles.

1. Stochastic Differential Equations;Arnold,1974

2. A Course in Density Estimation;Devroye,1987

3. Computer simulation of α-stable Ornstein-Uhlenbeck stochastic processes;Janicki,1993

4. Simulation and Chaotic Behavior of α-Stable Stochastic Processes;Janicki,1994

5. Brownian Motion and Stochastic Calculus;Karatzas,1988

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Computer Simulation of Stochastic Models with SDE-Solver Software Package;Lecture Notes in Computer Science;2003

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