Algebraic structure of stochastic expansions and efficient simulation

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EBRAHIMI-FARD, Kurusch, LUNDERVOLD, Alexander, MALHAM, Simon, J. A., MUNTHE-KAAS, Hans et WIESE, Anke, 2012. Algebraic structure of stochastic expansions and efficient simulation. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 2012. Vol. 468, n° 2144pp. 2361-2382. DOI 10.1098/rspa.2012.0024. 1. .