Pathwise Taylor schemes for random ordinary differential equations

BIT Numerical Mathematics

Volumn 49, Issue 1, 2009, Pages 113-140

  Jentzen, Arnulf ^a   Kloeden, Peter E ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Brownian motion; Fractional Brownian motion; Integral Taylor expansion; One step numerical scheme; Pathwise convergence; Random ordinary differential equations

Indexed keywords

EID: 61849107033     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10543-009-0211-6     Document Type: Article

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