Pathwise Taylor schemes for random ordinary differential equations (Q1014903)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pathwise Taylor schemes for random ordinary differential equations |
scientific article; zbMATH DE number 5549601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise Taylor schemes for random ordinary differential equations |
scientific article; zbMATH DE number 5549601 |
Statements
Pathwise Taylor schemes for random ordinary differential equations (English)
0 references
29 April 2009
0 references
one-step method
0 references
numerical examples
0 references
random ordinary differential equations
0 references
integral Taylor expansion
0 references
Brownian motion
0 references
fractional Brownian motion
0 references
0 references
0 references
0 references
