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Random Generation of Stochastic Area Integrals

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References

2016Numerical solution of stochastic differential equations5,001 cited
1985Discretization and simulation of stochastic differential equations197 cited

Cited by

2001On the simulation of iterated Itô integrals47 cited
2017Expansion of Iterated Ito Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Multiple Fourier Series Converging in the Mean32 cited
2018Expansion of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Iterated Fourier Series Converging Pointwise28 cited
2003Séminaire de Probabilités XXXVII19 cited

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