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 journal › Article

Original language	English
Pages (from-to)	2361-2382
Journal	Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume	468
Issue number	2144
DOIs	https://doi.org/10.1098/rspa.2012.0024
Publication status	Published - 8 Aug 2012

Cite this

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title = "Algebraic structure of stochastic expansions and efficient simulation",

author = "K. Ebrahimi-Fard and A. Lundervold and Malham, {S. J. A.} and H. Munthe-Kaas and A. Wiese",

year = "2012",

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AU - Lundervold, A.

AU - Malham, S. J. A.

AU - Munthe-Kaas, H.

AU - Wiese, A.

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JO - Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

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