Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes

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On simulation of tempered stable random variates
First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes
The multilevel Monte Carlo method used on a Lévy driven SDE
Approximations for Solutions of Lévy-Type Stochastic Differential Equations
\(hp\)-DGFEM for Kolmogorov-Fokker-Planck equations of multivariate Lévy processes
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution
Nonnormal small jump approximation of infinitely divisible distributions
Simulation of Student-Lévy processes using series representations
Estimation of tempered stable Lévy models of infinite variation
Diffusion approximation of Lévy processes with a view towards finance
Rejection sampling for tempered Lévy processes
Approximations of small jumps of Lévy processes with a view towards simulation
Simulation of Tempered Stable Lévy Bridges and Its Applications
Tempered stable Lévy motion and transient super-diffusion
Numerical methods for Lévy processes
Lévy flights in evolutionary ecology
Stochastic systems with memory and jumps
New methods of simulating Lévy processes
Normal approximation of the solution to the stochastic heat equation with Lévy noise
Numerical aspects of shot noise representation of infinitely divisible laws and related processes
Brownian approximation and Monte Carlo simulation of the non-cutoff Kac equation
A Gaussian approximation theorem for Lévy processes
On Kolmogorov equations for anisotropic multivariate Lévy processes
Modeling and simulation with operator scaling
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps
On Stein's method for multivariate self-decomposable laws
A general approach to sample path generation of infinitely divisible processes via shot noise representation
Series representations for multivariate time-changed Lévy models
Importance sampling and statistical Romberg method for Lévy processes
Approximation and simulation of infinite-dimensional Lévy processes
Tempered fractional calculus
Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral
Branching stable processes and motion by mean curvature flow
Numerical inverse Lévy measure method for infinite shot noise series representation
Pricing of spread options on a bivariate jump market and stability to model risk
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
Jump-adapted discretization schemes for Lévy-driven SDEs
scientific article; zbMATH DE number 7387192 (Why is no real title available?)
Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction
Non-asymptotic control of the cumulative distribution function of Lévy processes
On subordinated multivariate Gaussian Lévy processes
A Monte Carlo method for 3D radiative transfer equations with multifractional singular kernels
Monte Carlo methods for radiative transfer with singular kernels
Point process simulation of generalised hyperbolic Lévy processes
Approximating Multivariate Tempered Stable Processes

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