$$\varepsilon$-strong simulation of the convex minorants of stable processes and meanders$

$\varepsilon$ -strong simulation of the convex minorants of stable processes and meanders

29 October 2019

Jorge Ignacio González Cázares

Aleksandar Mijatović

Gerónimo Uribe Bravo

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Papers citing "$\varepsilon$-strong simulation of the convex minorants of stable processes and meanders"

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Title
Exact Simulation of the Extrema of Stable Processes Jorge Ignacio González Cázares Aleksandar Mijatović Gerónimo Uribe Bravo 35 13 0 05 Jun 2018
Exact Simulation of Multidimensional Reflected Brownian Motion Jose H. Blanchet Karthyek Murthy 63 10 0 26 May 2014
$On the exact and $\varepsilon$-strong simulation of (jump) diffusions$ On the exact and $\varepsilon$ -strong simulation of (jump) diffusions M. Pollock A. M. Johansen Gareth O. Roberts 61 44 0 27 Feb 2013
The Lamperti representation of real-valued self-similar Markov processes L. Chaumont Henry Pantí V. Rivero 90 48 0 05 Nov 2011
ε-Strong simulation of the Brownian path A. Beskos Stefano Peluchetti Gareth O. Roberts 134 18 0 01 Oct 2011