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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Feller processes (60G53)
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