Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises.
Saved in:
| Title: | Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises. |
|---|---|
| Authors: | Kloeden, Peter E.1, Rosa, Ricardo M. S.2 rrosa@im.ufrj.br |
| Source: | ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN). Nov/Dec2025, Vol. 59 Issue 6, p3041-3067. 27p. |
| Database: | Academic Search Ultimate |
| ISSN: | 28227840 |
|---|---|
| DOI: | 10.1051/m2an/2025087 |
