RODE Solvers

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.

Full List of Methods

StochasticDiffEq.jl

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

Example usage:

sol = solve(prob,RandomEM())