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