Multi-step methods for random ODEs driven by Itô diffusions
Author:
Funder
DFG
Ayuda
Proyecto de Excelencia
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference16 articles.
1. Taylor Approximations of Stochastic Partial Differential Equations;Jentzen,2011
2. Random Dynamical Systems;Arnold,1997
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4. Pathwise approximation of random ordinary differential equations;Grüne;BIT,2001
5. Pathwise Taylor schemes for random ordinary differential equations;Jentzen;BIT,2009
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