Postprocessed Integrators for the High Order Integration of Ergodic SDEs (Q3454830)

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Postprocessed Integrators for the High Order Integration of Ergodic SDEs
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    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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