Algebraic structure of stochastic expansions and efficient simulation

K. Ebrahimi-Fard, A. Lundervold, S. J. A. Malham, H. Munthe-Kaas, A. Wiese

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)2361-2382
JournalProceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume468
Issue number2144
DOIs
Publication statusPublished - 8 Aug 2012

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