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"Adaptive Itô-Taylor algorithm can optimally approximate the ..."

Pawel Przybylowicz (2010)

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DOI: 10.1016/J.CAM.2010.05.033

access: open

type: Journal Article

metadata version: 2021-02-16

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Pawel Przybylowicz:
Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions. J. Comput. Appl. Math. 235(1): 203-217 (2010)

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