This package implements state-of-the-art methods for the simulation of iterated stochastic integrals. These appear e.g. in higher order algorithms for the solution of stochastic (partial) differential ...

This package implements state-of-the-art methods for the simulation of iterated stochastic integrals. These appear e.g. in higher order algorithms for the solution of stochastic (partial) differential ...

Abstract: Motivated by recently obtained factorizations of characteristic functions of some classes of time-delay systems admitting a root with the largest possible multiplicity in terms of Kummer ...