Jorge Ignacio González Cázares | DeepAI

DeepAI AI Chat

Featured Co-authors

Feng Lin
25 publications
Aleksandar Mijatović
9 publications
Gerónimo Uribe Bravo
4 publications
David Bang
1 publication

∙ 06/12/2023

Fast exact simulation of the first-passage event of a subordinator

This paper provides an exact simulation algorithm for the sampling from ...

0 Jorge Ignacio González Cázares, et al. ∙

∙ 03/21/2023

Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function

We construct a fast exact algorithm for the simulation of the first-pass...

0 Jorge Ignacio González Cázares, et al. ∙

∙ 04/28/2021

A Gaussian approximation theorem for Lévy processes

Without higher moment assumptions, this note establishes the decay of th...

0 David Bang, et al. ∙

∙ 03/29/2021

Monte Carlo algorithm for the extrema of tempered stable processes

We develop a novel Monte Carlo algorithm for the vector consisting of th...

0 Jorge Ignacio González Cázares, et al. ∙

∙ 10/29/2019

ε-strong simulation of the convex minorants of stable processes and meanders

Using marked Dirichlet processes we characterise the law of the convex m...

0 Jorge Ignacio González Cázares, et al. ∙

∙ 06/05/2018

Exact Simulation of the Extrema of Stable Processes

We exhibit an exact simulation algorithm for the supremum of a stable pr...

0 Jorge Ignacio González Cázares, et al. ∙

Are you a researcher?
Expose your work
to one of the largest
A.I. communities in the world