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20072024
most citedAssessing the Impact of COVID-19 on the Objective and Analysis of Oncology Clinical Trials -- Application of the Estimand Framework

36 citations

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math.PR2007★ 25 cited

Cubature on Wiener space in infinite dimension

Christian Bayer, Josef Teichmann

We prove a stochastic Taylor expansion for SPDEs and apply this result to obtain cubature methods, i. e. high order weak approximation schemes for SPDEs, in the spirit of T. Lyons…