Jelinčič, Andraž;
Tao, Jiajie;
Turner, William F.;
Cass, Thomas;
Foster, James;
Ni, Hao;
(2025)
Generative Modelling of Lévy Area for High Order SDE Simulation.
SIAM Journal on Mathematics of Data Science (SIMODS)
(In press).
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LevyGAN_SIAM.pdf - Accepted Version Access restricted to UCL open access staff until 16 October 2025. Download (1MB) |
| Type: | Article |
|---|---|
| Title: | Generative Modelling of Lévy Area for High Order SDE Simulation |
| Publisher version: | https://epubs.siam.org/ |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher's terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10207331 |
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