On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372)
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scientific article; zbMATH DE number 6549083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation |
scientific article; zbMATH DE number 6549083 |
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On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (English)
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3 March 2016
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Lévy processes
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first passage event
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bounded variation
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subordinator
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Dirichlet distribution
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