Open AccessDifferentiable approximation of diffusion equations driven by $\alpha$-stable Lévy noise
Author(s) -
Haidar Al-Talibi
Publication year - 2013
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/11-bjps180
Subject(s) - mathematics , scaling , scaling limit , brownian motion , ornstein–uhlenbeck process , diffusion process , limit (mathematics) , differentiable function , stable process , mathematical analysis , statistical physics , fractional brownian motion , nonlinear system , mathematical physics , stochastic process , physics , geometry , quantum mechanics , statistics , innovation diffusion , knowledge management , computer science
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