Pages that link to "Item:Q2201511"
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The following pages link to \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511):
Displaying 3 items.
- Discretization of the Lamperti representation of a positive self-similar Markov process (Q2029799) (← links)
- Unbiased simulation of rare events in continuous time (Q2157425) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
