Pathwise Taylor schemes for random ordinary differential equations (Q1014903)
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scientific article; zbMATH DE number 5549601
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| English | Pathwise Taylor schemes for random ordinary differential equations |
scientific article; zbMATH DE number 5549601 |
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Pathwise Taylor schemes for random ordinary differential equations (English)
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29 April 2009
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one-step method
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numerical examples
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random ordinary differential equations
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integral Taylor expansion
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Brownian motion
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fractional Brownian motion
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0.962077796459198
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0.9287734627723694
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0.881034791469574
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0.8491966724395752
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0.8306514620780945
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