/rode_convergence_euler

Companion notes with the numerics for the article on "Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises" by Peter E. Kloeden and Ricardo M. S. Rosa

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Numerical examples of strong order of convergence of the Euler method for random ordinary differential equations

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This is a companion repository, with all the code for the simulations presented in the article "Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises", by Peter E. Kloeden and Ricardo M. S. Rosa.

Just check the Documentation.

For reproducing the examples appearing in the paper, you can run the code locally by following the instructions in the docs/README.md file.