High order recombination and an application to cubature on Wiener space

Author:

Litterer, C

Lyons, T

Publication Date:

2012

Journal:

Annals of Applied Probability

Last Updated:

2019-08-17T14:17:02.93+01:00

Volume:

22

DOI:

10.1214/11-AAP786

page:

1301-1327

Symplectic id:

366678

Submitted to ORA:

Not Submitted

Publication Type:

Journal Article