The following pages link to SupStable.jl (Q46325):
Displaying 6 items.
- (Q50319) (redirect page) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Dini derivatives and regularity for exchangeable increment processes (Q3300661) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)