Cubature on Wiener space (Q3043430)

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Cubature on Wiener space
scientific article

    Statements

    title
    Cubature on Wiener space (English)
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    author
    Terence J. Lyons
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    Nicolas Victoir
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    publication date
    6 August 2004
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    zbMATH Keywords
    cubature formulae
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    stochastic analysis
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    Chen series
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    65C30
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    65D30
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    zbMATH DE Number
    2083901
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    OpenAlex ID
    W1984865765
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