Correcting Newton-Côtes integrals by Lévy areas
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Publication:2469648
DOI10.3150/07-BEJ6015zbMath1132.60047arXivmath/0601544MaRDI QIDQ2469648
Publication date: 6 February 2008
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0601544
fractional Brownian motionLévy arearough differential equationNewton-Côtes integralsymmetric stochastic integral
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