"Generative Modelling of Lévy Area for High Order SDE Simulation."

Andraz Jelincic et al. (2023)

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DOI: 10.48550/ARXIV.2308.02452

access: open

type: Informal or Other Publication

metadata version: 2023-08-24

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  - journals/corr/abs-2308-02452
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  - https://dblp.org/rec/journals/corr/abs-2308-02452
Andraz Jelincic, Jiajie Tao, William F. Turner, Thomas Cass, James Foster, Hao Ni:
Generative Modelling of Lévy Area for High Order SDE Simulation. CoRR abs/2308.02452 (2023)

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