Correcting Newton-Côtes integrals by Lévy areas (Q2469648): Difference between revisions
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scientific article
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English | Correcting Newton-Côtes integrals by Lévy areas |
scientific article |
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Correcting Newton-Côtes integrals by Lévy areas (English)
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6 February 2008
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fractional Brownian motion
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Lévy area
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Newton-Côtes integral
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rough differential equation
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symmetric stochastic integral
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