@article{63939068489945539d155b74bb3fd675,
title = "An Optimal Polynomial Approximation of Brownian Motion",
keywords = "Brownian motion, Polynomial approximation, Numerical methods for SDEs",
author = "James Foster and Terry Lyons and Harald Oberhauser",
year = "2020",
month = may,
day = "4",
doi = "10.1137/19M1261912",
language = "English",
volume = "58",
journal = "SIAM Journal on Numerical Analysis",
issn = "0036-1429",
publisher = "Society for Industrial and Applied Mathematics Publications",
number = "3",
}