Pathwise convergent higher order numerical schemes for random ordinary differential equations (Q5443629): Difference between revisions

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Property / author: Peter E. Kloeden / rank
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Property / full work available at URL: https://doi.org/10.1098/rspa.2007.0055 / rank
 
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Revision as of 16:31, 27 June 2024

scientific article; zbMATH DE number 5237857
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English
Pathwise convergent higher order numerical schemes for random ordinary differential equations
scientific article; zbMATH DE number 5237857

    Statements

    Pathwise convergent higher order numerical schemes for random ordinary differential equations (English)
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    21 February 2008
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    random ordinary differential equations
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    Taylor-like expansion
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    one-step numerical scheme
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    pathwise convergence
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    Brownian motion
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    fractional Brownian motion
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    error bounds
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    numerical results
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