Sathe, Aastha M.; Upadhye, Neelesh S.; Wyłomańska, Agnieszka Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks. (English) Zbl 07700246 J. Comput. Appl. Math. 425, Article ID 115051, 13 p. (2023). MSC: 62Mxx 62Pxx 62-XX PDFBibTeX XMLCite \textit{A. M. Sathe} et al., J. Comput. Appl. Math. 425, Article ID 115051, 13 p. (2023; Zbl 07700246) Full Text: DOI
Wu, Lan; Zhou, Jiang Occupation times of hyper-exponential jump diffusion processes with application to price step options. (English) Zbl 1333.60177 J. Comput. Appl. Math. 294, 251-274 (2016). MSC: 60J60 60J75 91G80 PDFBibTeX XMLCite \textit{L. Wu} and \textit{J. Zhou}, J. Comput. Appl. Math. 294, 251--274 (2016; Zbl 1333.60177) Full Text: DOI
Abdel-Rehim, E. A.; Gorenflo, R. Simulation of the continuous time random walk of the space-fractional diffusion equations. (English) Zbl 1153.65007 J. Comput. Appl. Math. 222, No. 2, 274-283 (2008). MSC: 65C30 26A33 45K05 60J60 60G50 60G15 60H15 60H35 PDFBibTeX XMLCite \textit{E. A. Abdel-Rehim} and \textit{R. Gorenflo}, J. Comput. Appl. Math. 222, No. 2, 274--283 (2008; Zbl 1153.65007) Full Text: DOI
Bingham, N. H. Regular variation and probability: The early years. (English) Zbl 1114.60003 J. Comput. Appl. Math. 200, No. 1, 357-363 (2007). Reviewer: Janos Galambos (Philadelphia) MSC: 60-03 PDFBibTeX XMLCite \textit{N. H. Bingham}, J. Comput. Appl. Math. 200, No. 1, 357--363 (2007; Zbl 1114.60003) Full Text: DOI
Mauthner, Susanne Step size control in the numerical solution of stochastic differential equations. (English) Zbl 0928.65015 J. Comput. Appl. Math. 100, No. 1, 93-109 (1998). Reviewer: E.Platen (Canberra) MSC: 65C30 60H10 34F05 65L06 65L50 PDFBibTeX XMLCite \textit{S. Mauthner}, J. Comput. Appl. Math. 100, No. 1, 93--109 (1998; Zbl 0928.65015) Full Text: DOI
Kametaka, Yoshinori On counting functions of self-similar sequences. (English) Zbl 0793.58021 J. Comput. Appl. Math. 38, No. 1-3, 255-262 (1991). MSC: 37B99 37D45 68R05 05A10 42A38 PDFBibTeX XMLCite \textit{Y. Kametaka}, J. Comput. Appl. Math. 38, No. 1--3, 255--262 (1991; Zbl 0793.58021) Full Text: DOI
Dubuc, Serge; Elqortobi, Abdelkader Approximations of fractal sets. (English) Zbl 0689.58027 J. Comput. Appl. Math. 29, No. 1, 79-89 (1990). Reviewer: A.Boyarsky MSC: 37D45 65S05 PDFBibTeX XMLCite \textit{S. Dubuc} and \textit{A. Elqortobi}, J. Comput. Appl. Math. 29, No. 1, 79--89 (1990; Zbl 0689.58027) Full Text: DOI