A random Euler scheme for Carathéodory differential equations

By Arnulf Jentzen, Andreas Neuenkirch. 2009

48 citations recorded by the source corpus.

Subfields: Applied Mathematics, Computational Mechanics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/6d364e5e2928d4fc22b9d35a3946f6e500460b83