Correcting Newton-Côtes integrals by Lévy areas (Q2469648)

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Correcting Newton-Côtes integrals by Lévy areas
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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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