James Foster, Terry J. Lyons, Harald Oberhauser. An Optimal Polynomial Approximation of Brownian Motion. SIAM J. Numerical Analysis, 58(3):1393-1421, 2020. [doi]
@article{FosterLO20,
title = {An Optimal Polynomial Approximation of Brownian Motion},
author = {James Foster and Terry J. Lyons and Harald Oberhauser},
year = {2020},
doi = {10.1137/19M1261912},
url = {https://doi.org/10.1137/19M1261912},
researchr = {https://researchr.org/publication/FosterLO20},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {58},
number = {3},
pages = {1393-1421},
}