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