Fast, accurate algorithm for numerical simulation of Lévy stable stochastic processes
Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics
.
1994 May;49(5):4677-4683.
doi: 10.1103/physreve.49.4677.
Author
RN Mantegna
PMID:
9961762
DOI:
10.1103/physreve.49.4677
No abstract available