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An Extension of Borel's Exponential Method of Summation of Divergent Series Applied to Linear Differential Equations

โœ Scribed by Cunningham, E.

Book ID
120104669
Publisher
Oxford University Press
Year
1905
Tongue
English
Weight
305 KB
Volume
s2-3
Category
Article
ISSN
0024-6115

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We describe a method of approximation of strong solutions to Stratonovich differential equations, that depends only on the Brownian motion defining the equation, h being the step size, it is known that the order of convergence of such approximations is v~ in the general case, and of h in some partic