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