Litterer, Christian
- A Chen-Fliess approximation for diffusion functionals
2011/10/11 by Christian Litterer, Harald Oberhauser, Litterer, Christian +1 · 2 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- High-degree cubature on Wiener space through unshuffle expansions
2024/11/20 by Ferrucci, Emilio, Herschell, Timothy, Litterer, Christian +1 · 2 citations
#60L90 #65C35 #65D32 #FOS: Mathematics #Probability (math.PR)
- A combinatorial approach to geometric rough paths and their controlled paths
2021/12/15 by Thomas Cass, Cass, Thomas, Bruce K. Driver +5 · 1 citation
Engineering · #60L20 #Advanced Numerical Analysis Techniques #Classical Analysis and ODEs (math.CA) #FOS: Mathematics