Jan Mrongowius

Publication Activity (10 Years)

Years Active: 2021-2021
Publications (10 Years): 1

Top Topics

Closed Form Solutions

Queueing Networks

Stochastic Processes

Top Venues

Publications

Jan Mrongowius, Andreas Rößler
On the Approximation and Simulation of Iterated Stochastic Integrals and the Corresponding Lévy Areas in Terms of a Multidimensional Brownian Motion. CoRR (2021)