Approximation of heavy-tailed distributions via stable-driven SDEs

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Publication:2040106

DOI10.3150/20-BEJ1300zbMath1489.60101arXiv2007.02212OpenAlexW3121345022MaRDI QIDQ2040106

Lu-Jing Huang, Mateusz B. Majka, Jian Wang

Publication date: 9 July 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.02212



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