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Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound poisson processes
Chen, Bohan, (2019)
Discrete choice models based on random walks
Berbeglia, Gerardo, (2016)
How close is a fractional process to a random walk with drift?
Larsson, Rolf, (2015)
Neighbourhood search for constructing Pareto sets
Dorini, G., (2007)