An Analysis of Approximation Algorithms for Iterated Stochastic Integrals and a Julia and MATLAB Simulation Toolbox

DOI10.1007/s11075-022-01401-zarXiv2201.08424WikidataQ120997955 ScholiaQ120997955MaRDI QIDQ6388791

Andreas Rößler, Felix Kastner

Publication date: 20 January 2022

Mathematics Subject Classification ID

Numerical analysis (65-XX)