
DISTRIBUTION TAILS FOR SOLUTIONS OF SDE DRIVEN BY AN ASYMMETRIC STABLE LÉVY PROCESS
Author(s) -
Richard Éon,
Mihai Gradinaru
Publication year - 2020
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
DOI - 10.19195/0208-4147
Subject(s) - stable process , distribution (mathematics) , process (computing) , lévy process , statistical physics , stability (learning theory) , mathematics , biological system , computer science , physics , stochastic process , mathematical analysis , statistics , biology , machine learning , operating system