On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation
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Publication:5965372
DOI10.1016/j.spa.2015.11.001zbMath1333.60093arXiv1207.2495MaRDI QIDQ5965372
Publication date: 3 March 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.2495
60E07: Infinitely divisible distributions; stable distributions
60G51: Processes with independent increments; Lévy processes
62D05: Sampling theory, sample surveys
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