Simulation of a Local Time Fractional Stable Motion
Probability
2008-07-16 v2
Abstract
In this paper, we simulate sample paths of a class of symmetric -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.
Cite
@article{arxiv.0712.3210,
title = {Simulation of a Local Time Fractional Stable Motion},
author = {Matthieu Marouby},
journal= {arXiv preprint arXiv:0712.3210},
year = {2008}
}