Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast simulation of tempered stable Ornstein-Uhlenbeck processes |
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Fast simulation of tempered stable Ornstein-Uhlenbeck processes (English)
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15 November 2022
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Lévy-driven Ornstein-Uhlenbeck processes
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self-decomposable laws
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tempered stable distributions
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simulations
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