A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model |
scientific article |
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A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (English)
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30 May 2022
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stochastic differential equations
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locally Lipschitz drift
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hypoellipticity
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ergodicity
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FitzHugh-Nagumo model
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splitting methods
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mean-square convergence
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