Mean-square convergence of numerical methods for random ordinary differential equations

Peng Wang, Yanzhao Cao, Xiaoying Han, Peter Kloeden. Mean-square convergence of numerical methods for random ordinary differential equations. Numerical Algorithms, 87(1):299-333, 2021. [doi]

Authors

Peng Wang

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Yanzhao Cao

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Xiaoying Han

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Peter Kloeden

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