A remark on exact simulation of tempered stable Ornstein-Uhlenbeck processes (Q6639524)
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scientific article; zbMATH DE number 7945536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on exact simulation of tempered stable Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7945536 |
Statements
A remark on exact simulation of tempered stable Ornstein-Uhlenbeck processes (English)
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15 November 2024
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Monte Carlo simulation
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Ornstein-Uhlenbeck process
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tempered stable process
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inverse Gaussian process
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