Joint density of a stable process and its supremum: regularity and upper bounds (2023)
Attributed to:
DMS-EPSRC: Fast martingales, large deviations and randomised gradients for heavy-tailed target distributions
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Publication URI: https://www.e-publications.org/ims/submission/BEJ/user/submissionFile/56555?confirm=47b59d2e
Type: Journal Article/Review
Parent Publication: Bernoulli