jump-discontinuous-noise

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rmsrosa / rode_convergence_euler

Companion notes with the numerics for the article on "Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises" by Peter E. Kloeden and Ricardo M. S. Rosa

euler-method fractional-brownian-motion random-ordinary-differential-equations strong-convergence-order ito-noise jump-discontinuous-noise semi-martingale

Updated Nov 15, 2024
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jump-discontinuous-noise

Here is 1 public repository matching this topic...

rmsrosa / rode_convergence_euler

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