Exact dimension reduction for rough differential equations

DOI10.1007/S10543-024-01046-5MaRDI QIDQ7034735zbMATH OpenFDO

Authors Martin Redmann, Sebastian Riedel

Publication date 31 January 2025

Published in BIT (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

model order reductionrough differential equationsGalerkin projectionsnon-Markovian processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Rough paths (60L20) Rough partial differential equations (60L50)

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