Approximating the Signature of Brownian Motion for High Order SDE Simulation

2026 Open access

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Authors: James Foster
DOI: 10.1007/978-3-032-03914-9_1
Cited by: 0

Fields of Study & Subjects

Simulation Techniques and Applications Neural Networks and Applications Soil Geostatistics and Mapping

Publication details

Pages
1–49
Publication date
1 January 2026
Language
EN