Improved error estimate for the order of strong convergence of the Euler method for random ordinary differential equations

Peter E. Kloeden, Ricardo M. S. Rosa

Publication date: 27 June 2023

Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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