Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (Q530090): Difference between revisions
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English | Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics |
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Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (English)
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9 June 2017
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Langevin dynamics
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stochastic differential equation
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strong error estimates
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Euler-Maruyama discretization
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