The asymptotic error of chaos expansion approximations for stochastic differential equations

Summary

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Authors: Tony Huschto, Mark Podolskij, Sebastian Sager

Journal title: Modern Stochastics: Theory and Applications

Journal publisher: VTEX

Published year: 2019

Published pages: 145-165

DOI identifier: 10.15559/19-vmsta133

ISSN: 2351-6046