Monte Carlo algorithm for the extrema of tempered stable processes (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.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