ARCANE: Scalable high-degree cubature formulae for simulating SDEs without Monte Carlo error

Fuente: arXiv

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Bibliographic Details
Main Authors:	Koepernik, Peter, Coxon, Thomas, Foster, James
Format:	Preprint
Published:	2026
Subjects:	Numerical Analysis Mathematical Software Probability 65C30 (Primary) 65D32, 60H35, 60L20 (Secondary) G.3; G.1
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.17151