Cubature on Wiener space: pathwise convergence (Q358624): Difference between revisions

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-Peter K. Friz
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+Semi-closed form cubature and applications to financial diffusion models
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+From random walks to rough paths
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+Distribution function inequalities for martingales
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+Rough path limits of the Wong-Zakai type with a modified drift term
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+Multidimensional Stochastic Processes as Rough Paths
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+Differential equations driven by rough signals
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+Cubature on Wiener space
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+A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method
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