An Adaptive Algorithm for Rough Differential Equations

arXiv2307.12590MaRDI QIDQ6444845FDOQ6444845

Terence J. Lyons, Simon Breneis, Christian Bayer

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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