Pathwise approximation of SDEs by coupling piecewise abelian rough paths (2015)
Attributed to:
Rough path analysis and non-linear stochastic systems
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1505.01298
Publication URI: http://arxiv.org/pdf/1505.01298.pdf
Type: Journal Article/Review
Parent Publication: arXiv e-prints