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Projects in Awesome Lists tagged with semi-martingale
A curated list of projects in awesome lists tagged with semi-martingale .
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