Pages that link to "Item:Q2201489"
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The following pages link to Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489):
Displaying 11 items.
- Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
- Discretization of the Lamperti representation of a positive self-similar Markov process (Q2029799) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- Intermittency in the small-time behavior of Lévy processes (Q2670792) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- On the speed of convergence of Piterbarg constants (Q6067389) (← links)
- How smooth can the convex hull of a Lévy path be? (Q6126978) (← links)
- Lower bound for the expected supremum of fractional brownian motion using coupling (Q6148873) (← links)
- Lévy processes conditioned to stay in a half-space with applications to directional extremes (Q6157629) (← links)
- A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
