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Ragunathan, Sankarasubramanian

  1. Higher-order adaptive methods for exit times of Itô diffusions
    2022/08/24 by Hoel, Håkon, Ragunathan, Sankarasubramanian · 2 citations
    #60H10 #60H30 #60H35 #65C3 #FOS: Mathematics #Numerical Analysis (math.NA)