Pathwise convergent higher order numerical schemes for random ordinary differential equations (Q5443629)
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scientific article; zbMATH DE number 5237857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise convergent higher order numerical schemes for random ordinary differential equations |
scientific article; zbMATH DE number 5237857 |
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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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