An optimal polynomial approximation of Brownian motion (2020)

First Author: Foster J
Attributed to:  Numerical Methods for Stochastic Differential Equations funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://ora.ox.ac.uk/objects/uuid:0294ef43-61ba-4759-8f34-d294fd2332bd

Type: Journal Article/Review

Parent Publication: SIAM Journal on Numerical Analysis