Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô–Taylor Steps
Foundations of Computational Mathematics (2016) - 0 Comments
doi: 10.1007/s10208-015-9277-5  issn: 1615-3375  issn: 1615-3383 

Thomas Müller-Gronbach , Larisa Yaroslavtseva

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