Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation

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Publication:931375

DOI10.1007/S11009-007-9043-5zbMath1146.65012OpenAlexW2011072577MaRDI QIDQ931375

Reiichiro Kawai

Publication date: 25 June 2008

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2381/4694




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