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"Deterministic Quadrature Formulas for SDEs Based on Simplified Weak ..."

Thomas Müller-Gronbach, Larisa Yaroslavtseva (2016)

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DOI: 10.1007/S10208-015-9277-5

access: closed

type: Journal Article

metadata version: 2020-03-13

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Thomas Müller-Gronbach, Larisa Yaroslavtseva:
Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps. Found. Comput. Math. 16(5): 1325-1366 (2016)

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