Abstract
RODE-Taylor schemes are presented for general RODEs with Hölder continuous noise, and in particular essential RODE-Taylor schemes are considered. These schemes are also applied to RODEs with affine noise and compared with the heuristically derived schemes presented in the first chapter.
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Han, X., Kloeden, P.E. (2017). RODE-Taylor Schemes: General Case. In: Random Ordinary Differential Equations and Their Numerical Solution. Probability Theory and Stochastic Modelling, vol 85. Springer, Singapore. https://doi.org/10.1007/978-981-10-6265-0_12
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DOI: https://doi.org/10.1007/978-981-10-6265-0_12
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Publisher Name: Springer, Singapore
Print ISBN: 978-981-10-6264-3
Online ISBN: 978-981-10-6265-0
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