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An analysis of approximation algorithms for iterated stochastic integrals and a Julia and MATLAB simulation toolbox

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Bibliographic Details
Main Authors: Felix, Kastner, Andreas, Rößler
Format: Book
Language:English
Published: Springer 2023
Subjects:
approximation algorithms
Julia and MATLAB simulation toolbox
Online Access:https://link.springer.com/article/10.1007/s11075-022-01401-z
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8320
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https://link.springer.com/article/10.1007/s11075-022-01401-z
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8320

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