Pages that link to "Item:Q5073873"
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The following pages link to On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion (Q5073873):
Displaying 8 items.
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion (Q2370093) (← links)
- Simulation of stochastic integrals with respect to Lévy processes of type G. (Q2574503) (← links)
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
- Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function (Q6091048) (← links)
- Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
- Rosenbrock-type methods for solving stochastic differential equations (Q6572963) (← links)
