An Adaptive Algorithm for Rough Differential Equations

MaRDI QIDQ6444845zbMATH OpenFDO

Authors Christian Bayer, Simon Breneis, Terence J. Lyons

Publication date 24 July 2023

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Applications of rough analysis (60L90)

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