Runge-Kutta methods for rough differential equations

DOI10.31390/JOSA.3.4.06MaRDI QIDQ6922961zbMATH OpenFDO

Authors Martin Redmann, Sebastian Riedel

Publication date 30 September 2025

Published in Journal of Stochastic Analysis (Search for Journal in Brave)

zbMATH Keywords

rough pathsB-seriesRunge-Kutta methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Rough paths (60L20) Algebraic structures and computation (60L70)

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