Pathwise convergent higher order numerical schemes for random ordinary differential equations

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Publication:5443629

DOI10.1098/rspa.2007.0055zbMath1140.65015OpenAlexW2145222923MaRDI QIDQ5443629

Arnulf Jentzen, Peter E. Kloeden

Publication date: 21 February 2008

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.2007.0055




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