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05/22/2022
A note on the probabilistic stability of randomized Taylor schemes
We study the stability of randomized Taylor schemes for ODEs. We conside...
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02/03/2022
On the properties of the exceptional set for the randomized Euler and Runge-Kutta schemes
We show that the probability of the exceptional set decays exponentially...
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04/30/2021
On the randomized Euler schemes for ODEs under inexact information
We analyse errors of randomized explicit and implicit Euler schemes for ...
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06/22/2020