Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jelinčič, Andraž, Foster, James, Kidger, Patrick
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Machine Learning Probability Computation
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.06464