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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 6-7: Proceedings of the Hammamet Conference, 19-23 October 2015
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Articles

Strong approximation of stochastic processes at random times and application to their exact simulation

Emmanuel GobetCentre de Mathématiques Appliquées, Ecole Polytechnique and CNRS, Palaiseau Cedex, France.Correspondence[email protected]
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Mohamed MradLaboratoire Analyse, Géométrie et Applications (UMR CNRS 7539), Institut Galilée, Université Paris, France.View further author information
Pages 883-895 | Received 27 Apr 2016, Accepted 28 Nov 2016, Published online: 22 Dec 2016

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