Cubature on Wiener space
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Publication:3043430
DOI10.1098/RSPA.2003.1239zbMath1055.60049OpenAlexW1984865765MaRDI QIDQ3043430
Nicolas Victoir, Terence J. Lyons
Publication date: 6 August 2004
Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.2003.1239
Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30) Numerical integration (65D30)
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