Postprocessed integrators for the high order integration of ergodic SDEs (Q3454830)
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scientific article; zbMATH DE number 6514186
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| English | Postprocessed integrators for the high order integration of ergodic SDEs |
scientific article; zbMATH DE number 6514186 |
Statements
Postprocessed Integrators for the High Order Integration of Ergodic SDEs (English)
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27 November 2015
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stochastic differential equations
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effective order
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postprocessor
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modified differential equations
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invariant measure
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ergodicity
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0.7945395112037659
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0.7843381762504578
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0.7525834441184998
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0.7447070479393005
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0.7427326440811157
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