RODE Solvers

Recommended Methods

Currently, the only implemented method is the RandomEM method in StochasticDiffEq.jl. It is strong order alpha for a alpha-Holder continuous noise process.

Special Keyword Arguments

Implemented Solvers

StochasticDiffEq.jl

Each of the StochasticDiffEq.jl solvers come with a linear interpolation.

• RandomEM- The Euler-Maruyama method for RODEs. Strong order matching Holder continuity.