Generative Modelling of Lévy Area for High Order SDE Simulation. - Andraz Jelincic; Jiajie Tao; William F. Turner; Thomas Cass; James Foster; Hao Ni (CoRR, 2023)

Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers. - Andraz Jelincic; James Foster; Patrick Kidger (CoRR, 2024)