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Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers - MaRDI portal

Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers

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Publication:6534167

arXiv2405.06464MaRDI QIDQ6534167

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Has companion code repository: https://github.com/patrick-kidger/diffrax









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