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20032005
most citedAsymptotic convergence of the partial averaging technique

4 citations · 4 across the 6 of their papers we have counts for

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math-ph2005

Design of high-order short-time approximations as a problem of matching the covariance of a Brownian motion

Cristian Predescu

One of the outstanding problems in the numerical discretization of the Feynman-Kac formula calls for the design of arbitrary-order short-time approximations that are constructed in…