Pathwise Taylor schemes for random ordinary differential equations (Q1014903): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:49, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pathwise Taylor schemes for random ordinary differential equations |
scientific article |
Statements
Pathwise Taylor schemes for random ordinary differential equations (English)
0 references
29 April 2009
0 references
one-step method
0 references
numerical examples
0 references
random ordinary differential equations
0 references
integral Taylor expansion
0 references
Brownian motion
0 references
fractional Brownian motion
0 references