Simulation of a Local Time Fractional Stable Motion

Details Simulation of a Local Time Fractional Stable Motion Simulation of a Local Time Fractional Stable Motion

2007-12-19

arxiv.org/abs/0712.3210v2

Mathematics

Probability

Scientific paper

In this paper, we simulate sample paths of a class of symmetric
$\alpha$-stable processes using their series expression. We will develop a
result in the approximation of shot-noise series. And finally, we will get a
convergence rate for the approximation.

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