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
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| 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 |
Statements
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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0.8785954
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0.8672427
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0.8629017
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0.8578269
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0.8560164
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0.8545077
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0.8525423
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0.8507426
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