55 citations · 97 across the 13 of their papers we have counts for
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math.NA2023
Exact dimension reduction for rough differential equations
Martin Redmann, Sebastian Riedel
In this paper, practically computable low-order approximations of potentially high-dimensional differential equations driven by geometric rough paths are proposed and investigated.…
math.NA2020★ 1 cited
Semi-implicit Taylor schemes for stiff rough differential equations
Sebastian Riedel, Yue Wu
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a gene…