Advertisement
Published in:
2013 | OriginalPaper | Chapter
Weak Approximations for SDE’s Driven by Lévy Processes
Authors : Arturo Kohatsu-Higa, Hoang-Long Ngo
Published in: Seminar on Stochastic Analysis, Random Fields and Applications VII
Publisher: Springer Basel
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
In this article we briefly survey recent advances in some simulation methods for Lévy driven stochastic differential equations. We give a brief description of each method and extend the one jump scheme method for some subordinated models like the NIG process. Simulations of all the presented methods are performed and compared.