Marcus canonical integral for non-Gaussian processes and its computation: Pathwise simulation and tau-leaping algorithm
Crossref DOI link: https://doi.org/10.1063/1.4794780
Published Online: 2013-03-14
Published Print: 2013-03-14
Update policy: https://doi.org/10.1063/aip-crossmark-policy-page
Li, Tiejun
Min, Bin
Wang, Zhiming
Funding for this research was provided by:
National Natural Science Foundation of China (11171009)
National Natural Science Foundation of China (91130005)