Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô–Taylor Steps
Crossref DOI link: https://doi.org/10.1007/s10208-015-9277-5
Published Online: 2015-08-20
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Müller-Gronbach, Thomas
Yaroslavtseva, Larisa
Text and Data Mining valid from 2015-08-20