"An Optimal Polynomial Approximation of Brownian Motion."

James Foster, Terry J. Lyons, Harald Oberhauser (2020)

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DOI: 10.1137/19M1261912

access: closed

type: Journal Article

metadata version: 2022-10-02

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James Foster, Terry J. Lyons, Harald Oberhauser:
An Optimal Polynomial Approximation of Brownian Motion. SIAM J. Numer. Anal. 58(3): 1393-1421 (2020)

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