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Fast exact simulation of the first-passage event of a subordinator (2025)

First Author: González Cázares J

Attributed to: Anomalous diffusion via self-interaction and reflection funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2025.104599

Publication URI: http://dx.doi.org/10.1016/j.spa.2025.104599

Type: Journal Article/Review

Parent Publication: Stochastic Processes and their Applications