Numerical Methods for SPDEs with Tempered Stable Processes
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/140966083
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1. Approximations of small jumps of Lévy processes with a view towards simulation
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4. Anticipative calculus for Lévy processes and stochastic differential equations*
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