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- W1983552999 abstract "We give a simple method to approximate multidimensional exponentially tempered stable processes and show that the approximating process converges in the Skorokhod topology to the tempered process. The approximation is based on the generation of a random angle and a random variable with a lower-dimensional Lévy measure. We then show that if an arbitrarily small normal random variable is added, the marginal densities converge uniformly at an almost linear rate, providing a critical tool to assess the performance of existing particle tracking codes." @default.
- W1983552999 created "2016-06-24" @default.
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- W1983552999 date "2012-03-01" @default.
- W1983552999 modified "2023-09-26" @default.
- W1983552999 title "Approximating Multivariate Tempered Stable Processes" @default.
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- W1983552999 doi "https://doi.org/10.1239/jap/1331216840" @default.
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