Pages that link to "Item:Q5421610"
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The following pages link to Optimal Approximation of the Second Iterated Integral of Brownian Motion (Q5421610):
Displaying 5 items.
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
- An Optimal Polynomial Approximation of Brownian Motion (Q5110549) (← links)
- Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function (Q6091048) (← links)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
