A Simulation Study on Stochastic Differential Equation Driven by Levy Process

A Stochastic Differential Equation (SDE) is an important field in both Probability theory and its application in recent years. We will study the Stochastic Differential Equation (SDE) driven by Levy Processes using different types of this process. Levy processes implement in SDE instead of Brownian motion, which is a special case of it. The aim of this article is to show different types of Levy processes and affect on the path of SDE using some descriptive statistics and the graph of path for SDE in simulation framework.