Correcting Newton-Côtes integrals by Lévy areas (Q2469648)
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scientific article; zbMATH DE number 5232963
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| English | Correcting Newton-Côtes integrals by Lévy areas |
scientific article; zbMATH DE number 5232963 |
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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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0.7032458186149597
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0.7025802135467529
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0.6984555721282959
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0.6984555721282959
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0.6948739886283875
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