, OF THE INDEX PARAMETER FOR THE UNKNOWN DRIFT FUNCTION WHEN ? ?
, OF THE INDEX PARAMETER FOR THE UNKNOWN DRIFT FUNCTION WHEN ? ?
, ESTIMATION OF THE INDEX PARAMETER FOR A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY A STABLE LÉVY PROCESS s ) : return np . s q r t
, def Simulation ( n , alpha , sigma , X0 , Euler_sub_pas ) : for j in range ( 1 , 1 1 ) : nEuler=n * Euler_sub_pas Xt =
, V=np . random . uniform (?np . p i / 2 , np . p i / 2 ) W= np . random . exponential
, ) / nEuler ) +sigma *
, def SDE_Levy ( n , alpha , sigma , X0 , Euler_sub_pas ) : nEuler=n * Euler_sub_pas Xt =
, * ( Euler_sub_pas +1) for j in range, vol.1
, V=np . random . uniform (?np . p i / 2 , np . p i / 2 ) W= np . random . exponential
, ? alpha ) / alpha ) )
, PYTHON CODE for j in range
,
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