Small and Large Scale Asymptotics of some Lévy Stochastic Integrals (English)
- New search for: Pipiras, Vladas
- New search for: Taqqu, Murad S.
- New search for: Pipiras, Vladas
- New search for: Taqqu, Murad S.
In:
Methodology and Computing in Applied Probability
;
10
, 2
;
299-314
;
2007
- Article (Journal) / Electronic Resource
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Title:Small and Large Scale Asymptotics of some Lévy Stochastic Integrals
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Contributors:Pipiras, Vladas ( author ) / Taqqu, Murad S. ( author )
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Published in:Methodology and Computing in Applied Probability ; 10, 2 ; 299-314
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Publisher:
- New search for: Springer US
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Place of publication:Boston
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Publication date:2007-11-16
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Size:16 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 10, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 121
-
Semi-Iterative Minimum Cross-Entropy Algorithms for Rare-Events, Counting, Combinatorial and Integer ProgrammingRubinstein, Reuven et al. | 2008
- 179
-
Numerical Bounds for Semi-Markovian Quantities and Application to ReliabilityMercier, Sophie et al. | 2007
- 199
-
Adaptive Monte Carlo Variance Reduction for Lévy Processes with Two-Time-Scale Stochastic ApproximationKawai, Reiichiro et al. | 2007
- 225
-
On the Ruin Problem in a Markov-Modulated Risk ModelZhang, Xin et al. | 2007
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Quasi-Monte Carlo for Highly Structured Generalised Response ModelsKuo, F. Y. / Dunsmuir, W. T. M. / Sloan, I. H. / Wand, M. P. / Womersley, R. S. et al. | 2007
- 277
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Optimal Scaling for Random Walk Metropolis on Spherically Constrained Target DensitiesNeal, Peter / Roberts, Gareth et al. | 2007
- 299
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Small and Large Scale Asymptotics of some Lévy Stochastic IntegralsPipiras, Vladas / Taqqu, Murad S. et al. | 2007