Pages that link to "Item:Q880482"
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The following pages link to Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes (Q880482):
Displaying 45 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Tempered fractional calculus (Q349902) (← links)
- Lévy flights in evolutionary ecology (Q455776) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
- Modeling and simulation with operator scaling (Q608214) (← links)
- Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction (Q627246) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- Tempered stable Lévy motion and transient super-diffusion (Q847223) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- On subordinated multivariate Gaussian Lévy processes (Q996741) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
- New methods of simulating Lévy processes (Q1620568) (← links)
- Simulation of Student-Lévy processes using series representations (Q1729303) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps (Q2041829) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- Normal approximation of the solution to the stochastic heat equation with Lévy noise (Q2195558) (← links)
- A general approach to sample path generation of infinitely divisible processes via shot noise representation (Q2244430) (← links)
- A Gaussian approximation theorem for Lévy processes (Q2244600) (← links)
- On Stein's method for multivariate self-decomposable laws (Q2279323) (← links)
- Rejection sampling for tempered Lévy processes (Q2329781) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Brownian approximation and Monte Carlo simulation of the non-cutoff Kac equation (Q2473357) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Approximations of small jumps of Lévy processes with a view towards simulation (Q2748441) (← links)
- \(hp\)-DGFEM for Kolmogorov-Fokker-Planck equations of multivariate Lévy processes (Q2891185) (← links)
- Nonnormal Small Jump Approximation of Infinitely Divisible Distributions (Q2939262) (← links)
- Diffusion approximation of Lévy processes with a view towards finance (Q3168628) (← links)
- Approximations for Solutions of Lévy-Type Stochastic Differential Equations (Q3182402) (← links)
- The Multilevel Monte Carlo method used on a Lévy driven SDE (Q3580728) (← links)
- Monte Carlo Methods for Radiative Transfer with Singular Kernels (Q4568104) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← links)
- (Q5011285) (← links)
- Non-asymptotic control of the cumulative distribution function of Lévy processes (Q5055333) (← links)
- Approximating Multivariate Tempered Stable Processes (Q5388747) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
- A Monte Carlo method for 3D radiative transfer equations with multifractional singular kernels (Q6107124) (← links)
- Branching stable processes and motion by mean curvature flow (Q6126991) (← links)
