The random timestep Euler method and its continuous dynamics

MaRDI QIDQ6739131arXivFDO

Authors Jonas Latz

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05)

arXiv classification

math.NA

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