Simulation of a Local Time Fractional Stable Motion

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dc.creatorMarouby, Matthieu
dc.date2007-12-19
dc.date2008-07-16
dc.date.accessioned2026-07-07T09:50:20Z
dc.date.available2026-07-07T09:50:20Z
dc.descriptionIn this paper, we simulate sample paths of a class of symmetric $α$-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.
dc.identifierhttps://arxiv.org/abs/0712.3210
dc.identifierhttp://arxiv.org/abs/0712.3210
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/164904
dc.subjectProbability
dc.subject60G18 (Primary) 60F25, 60E07, 60G52 (Secondary)
dc.titleSimulation of a Local Time Fractional Stable Motion
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