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20062025
most citedRooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

75 citations · 283 across the 17 of their papers we have counts for

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math.PR2006★ 3 cited

Trees and asymptotic developments for fractional stochastic differential equations

Andreas Neuenkirch, Ivan Nourdin, Andreas Rößler +1

In this paper we consider a n-dimensional stochastic differential equation driven by a fractional Brownian motion with Hurst parameter H>1/3. After solving this equation in a rathe…