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The asymptotic error of chaos expansion approximations for stochastic differential equations

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  • Tony Huschto, Heidelberg University, Germany
  • Mark Podolskij
  • Sebastian Sager, University Magdeburg, Germany
Original languageEnglish
JournalModern Stochastics: Theory and Applications
Volume6
Issue2
Pages (from-to)145-165
Number of pages20
DOIs
Publication statusPublished - Jun 2019

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