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Approximation of heavy-tailed distributions via stable-driven SDEs (2021)

First Author: Huang L

Attributed to: Coupling and Control in Continuous Time funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.3150/20-bej1300

Publication URI: http://dx.doi.org/10.3150/20-bej1300

Type: Journal Article/Review

Parent Publication: Bernoulli

Issue: 3

ISSN: 1350-7265