Limit theorems for local times and applications to SDEs with jumps (2022)
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
Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2022.06.022
Publication URI: http://dx.doi.org/10.1016/j.spa.2022.06.022
Type: Journal Article/Review
Parent Publication: Stochastic Processes and their Applications