Numerical methods for stochastic simulation: when stochastic integration meets geometric numerical integration
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Cites work
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- High weak order methods for stochastic differential equations based on modified equations
- scientific article; zbMATH DE number 3863080 (Why is no real title available?)
- scientific article; zbMATH DE number 4159305 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 2114382 (Why is no real title available?)
- Long time accuracy of Lie-Trotter splitting methods for Langevin dynamics
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Cited in
(4)- Numerical solution to an integral equation for the kth moment function of a geometric process
- Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs
- How do Monte Carlo estimates affect stochastic geometric numerical integration?
- Unified moment-based modeling of integrated stochastic processes
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