v0.13.0 (arxiv v5)

v0.13.0 (arxiv v5)

Arxiv version 5

Semi-martingale noise and more explicit conditions on f(t, x, y)

v0.12.0 (arxiv v4)

v0.12.0 (arxiv v4)

Arxiv version 4

Add missing jump for FV process formula

v0.11.0 (arxiv v3)

Arxiv version 3

Change mesh points from N to N+1 so \Delta t = T/N and t_j = j\Delta t, j = 0, ..., N, with N = 2^n.

Add references to mean square convergence for RODEs instead of only pathwise convergence.

Update numerics and tables

v0.10.0

Arxiv v2 version

v0.9.0

Hopefully final version for arxiv

v0.8.0: some calculations moved to github

Eight version of the manuscript. First final version, down to 34 pages.

v0.7.0

Seventh version of the manuscript. This is finally a complete version, but a bit too long (47 pages) for the desired journal (limited to about 35 pages).

v0.6.0

Sixth version of the manuscript, with all the numerics included.

v0.5.0

Fifth version of the manuscript, with a proof of the H+1/2 convergence with fractional Brownian motion noise in a linear equation.

v0.4.0

Fourth version of the manuscript, with unsuccessful attempts to prove the H+1/2 convergence with fractional Brownian motion noises.