Simulation of Brownian motion at first-passage times (Q2479441): Difference between revisions

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+https://doi.org/10.1016/j.matcom.2007.01.038
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+Q3150773
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+Q3723577
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+Density approximation and exact simulation of random variables that are solutions of fixed-point equations
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+On constant tail behaviour for the limiting random variable in a supercritical branching process
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+Subordinated market index models: A comparison
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+What is the Laplace Transform?
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+Unimodality of infinitely divisible distribution functions of class L
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