Epsilon-strong simulation of the convex minorants of stable processes and meanders. González Cázares, J. I., Mijatović, A., & Uribe Bravo, G. Electron. J. Probab., 25:33 p, 2020.
Epsilon-strong simulation of the convex minorants of stable processes and meanders [link]Paper  doi  bibtex   
@article{epsilongStrongSimulation,
	author = {Gonz\'{a}lez C\'{a}zares, Jorge I. and Mijatovi\'{c}, Aleksandar and Uribe Bravo, Ger\'{o}nimo},
	date-added = {2020-08-13 08:44:39 -0500},
	date-modified = {2020-08-20 06:29:44 -0500},
	doi = {doi:10.1214/20-EJP503},
	journal = {Electron. J. Probab.},
	keywords = {Stable Processes, Simulation, Fluctuation Theory},
	pages = {33 p},
	title = {Epsilon-strong simulation of the convex minorants of stable processes and meanders},
	url = {https://projecteuclid.org/euclid.ejp/1597284034#info},
	volume = {25},
	year = {2020},
	bdsk-url-1 = {https://projecteuclid.org/euclid.ejp/1597284034#info},
	bdsk-url-2 = {https://doi.org/10.1214/20-EJP503}}

Downloads: 0