Pathwise convergence of the Euler scheme for rough and stochastic differential equations

arXiv2309.16489MaRDI QIDQ6453006

Anna P. Kwossek, Chong Liu, David J. Prömel, Andrew L. Allan

Publication date: 28 September 2023

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Rough paths (60L20)

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