Nonnormal Small Jump Approximation of Infinitely Divisible Distributions (Q2939262): Difference between revisions

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+Approximations of small jumps of Lévy processes with a view towards simulation
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+Approximating Multivariate Tempered Stable Processes
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+Q4097679
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+A generalization of the Lindeberg principle
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+Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
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+Normal Approximation by Stein’s Method
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+On Exact Sampling of Nonnegative Infinitely Divisible Random Variables
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+Nonnormal Small Jump Approximation of Infinitely Divisible Distributions
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+Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes
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+On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit
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+Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction
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+A simple generator for discrete log-concave distributions
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+Simulation and approximation of Lévy-driven stochastic differential equations
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+On the rate of convergence in the multivariate CLT
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+Numerical methods for Lévy processes
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+On simulation of tempered stable random variates
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+Jump-adapted discretization schemes for Lévy-driven SDEs
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+Normal and poisson approximation of infinitely divisible distribution functions
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+Stein's method on Wiener chaos
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+Normal Approximations with Malliavin Calculus
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+On Continuity Properties of Infinitely Divisible Distribution Functions
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+On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes
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+Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
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