Weighted multilevel Langevin simulation of invariant measures
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Publication:1634175
DOI10.1214/17-AAP1364zbMath1404.60113arXiv1607.00781OpenAlexW2962800222WikidataQ129126943 ScholiaQ129126943MaRDI QIDQ1634175
Publication date: 17 December 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.00781
Monte Carlo methods (65C05) Diffusion processes (60J60) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
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