Exact simulation of a truncated Lévy subordinator (Q6600100)
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scientific article; zbMATH DE number 7908640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of a truncated Lévy subordinator |
scientific article; zbMATH DE number 7908640 |
Statements
Exact simulation of a truncated Lévy subordinator (English)
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8 September 2024
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Brownian motion subordination
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Lévy-driven Ornstein-Uhlenbeck process
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Monte Carlo simulation
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exact simulation
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marked renewal representation
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stable process
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truncated stable process
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truncated tempered stable process
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two-sided truncated Lévy process
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