On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233)
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scientific article; zbMATH DE number 7360120
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| English | On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes |
scientific article; zbMATH DE number 7360120 |
Statements
On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (English)
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16 June 2021
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tempered stable distributions
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Ornstein-Uhlenbeck processes
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rejection sampling
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0.9067812561988832
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0.8806379437446594
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0.8686396479606628
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0.8638162612915039
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0.8616449236869812
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