Skip to content

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

License

Notifications You must be signed in to change notification settings

rmsrosa/rode_conv_em

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Numerical examples of strong order of convergence of the Euler method for random ordinary differential equations

Main Tests Workflow Status Documentation Workflow Status Docs GitHub repo size

This is a companion repository, with all the code for the simulations presented in the article "Improved error estimate for the order of strong convergence of the Euler method for random ordinary differential equations", by Peter E. Kloeden and Ricardo M. S. Rosa.

Just check the Documentation.

About

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

Topics

Resources

License

Stars

Watchers

Forks