
Rough path recursions and diffusion approximations
Author(s) -
David L. Kelly
Publication year - 2016
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/wzzj-2j63
Subject(s) - diffusion , path (computing) , approximations of π , mathematics , computer science , statistical physics , algorithm , physics , thermodynamics , computer network