Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô–Taylor Steps
Müller-Gronbach, Thomas, Yaroslavtseva, LarisaVolume:
16
Language:
english
Journal:
Foundations of Computational Mathematics
DOI:
10.1007/s10208-015-9277-5
Date:
October, 2016
File:
PDF, 982 KB
english, 2016