Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes

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Publication:880482

DOI10.3150/07-BEJ6011zbMath1121.60049OpenAlexW2056624077MaRDI QIDQ880482

Jan Rosiński, Serge Cohen

Publication date: 15 May 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/07-bej6011




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