Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675)
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scientific article; zbMATH DE number 6931420
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| English | Strong approximation of stochastic processes at random times and application to their exact simulation |
scientific article; zbMATH DE number 6931420 |
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Strong approximation of stochastic processes at random times and application to their exact simulation (English)
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4 September 2018
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strong approximation
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Euler schemes
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iterated Brownian motion
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local time
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fractional Brownian motion
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exact simulation
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0.94556075
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0.90906006
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0.90502256
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0.9018992
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0.90066713
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0.8990329
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0.8967103
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