?-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (2021)
Attributed to:
Unparameterised multi-modal data, high order signatures, and the mathematics of data science
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1287/moor.2020.1078
Publication URI: http://dx.doi.org/10.1287/moor.2020.1078
Type: Journal Article/Review
Parent Publication: Mathematics of Operations Research
Issue: 2