Davie defined a Levy variant and the combination of single random variables to ensure that the diffusion matrix did not degenerate. The use of the method proposed by Davie, which is a combination of the Euler method and the exact combination, was investigated for applying the degenerate Levy diffusion approach to
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Article type
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Open Access
Research Article
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AIMS Mathematics 2022, 7(4): 6356-6364
Published: 15 April 2022
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Open Access
Correction
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AIMS Mathematics 2022, 7(9): 16387
Published: 15 September 2022
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