Exact dimension reduction for rough differential equations
From MaRDI portal
Publication:6442101
arXiv2306.17579MaRDI QIDQ6442101
Sebastian Riedel, Martin Redmann
Publication date: 30 June 2023
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Large-scale systems (93A15) Rough paths (60L20) Rough partial differential equations (60L50)