The sticky Lévy process as a solution to a time change equation (2024)
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.jmaa.2023.127742
Publication URI: http://dx.doi.org/10.1016/j.jmaa.2023.127742
Type: Journal Article/Review
Parent Publication: Journal of Mathematical Analysis and Applications
Issue: 1