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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Koepernik, Peter, Coxon, Thomas, Foster, James
Formato:	Preprint
Publicado:	2026
Materias:	Numerical Analysis Mathematical Software Probability 65C30 (Primary) 65D32, 60H35, 60L20 (Secondary) G.3; G.1
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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