Monte Carlo algorithm for the extrema of tempered stable processes (2023)

First Author: Jorge Ignacio González Cázares
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.google.com/url?q=https%3A%2F%2Farxiv.org%2Fabs%2F2103.15310&sa=D&sntz=1&usg=AOvVaw1kOnAQHQzcaLKA3jlkCFB5

Type: Journal Article/Review

Parent Publication: Advances in Applied Probability