A Monte Carlo algorithm for multiple stochastic integrals of stable processes

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Stochastics and Dynamics Pub Date : 2023-01-06 DOI:10.1142/s0219493722400391

Anirban Das, M. Denker, Anna Levina, Lucia Tabacu

引用次数: 0

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稳定过程多重随机积分的蒙特卡罗算法

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来源期刊

Stochastics and Dynamics 数学-统计学与概率论

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： This interdisciplinary journal is devoted to publishing high quality papers in modeling, analyzing, quantifying and predicting stochastic phenomena in science and engineering from a dynamical system''s point of view. Papers can be about theory, experiments, algorithms, numerical simulation and applications. Papers studying the dynamics of stochastic phenomena by means of random or stochastic ordinary, partial or functional differential equations or random mappings are particularly welcome, and so are studies of stochasticity in deterministic systems.