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Projects in Awesome Lists tagged with random-ordinary-differential-equations

A curated list of projects in awesome lists tagged with random-ordinary-differential-equations .

https://github.com/rmsrosa/rode_conv_em

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

euler-method fractional-brownian-motion ito-noise jump-discontinuous-noise random-ordinary-differential-equations semi-martingale strong-convergence-order

Last synced: 12 Oct 2024

https://github.com/rmsrosa/rode_convergence_euler

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

euler-method fractional-brownian-motion ito-noise jump-discontinuous-noise random-ordinary-differential-equations semi-martingale strong-convergence-order

Last synced: 17 Nov 2024