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Integrability and tail estimates for Gaussian rough differential equations (2011)

First Author: Cass T

Attributed to: Increasing the efficiency of numerical methods for estimating the state of a partially observed system. High order methods for solving parabolic PDEs funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1104.1813

Publication URI: https://arxiv.org/abs/1104.1813

Type: Other