Lirio Rolando J. Biscay

Rolando J. Biscay Lirio

Information about the author Rolando J. Biscay Lirio will soon be added to the site.
Found 1 papers in total
A simulation study of the local linearization method for the numerical (strong) solution of stochastic differential equations driven by alpha-stable Lévy motions
A simulation study of the local linearization method for the numerical (strong) solution of stochastic differential equations driven by alpha-stable Lévy motions
2007
A new variant of Local Linearization (LL) method is proposed for the numerical...
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