On HMM-like integrators and projective integration methods for systems with multiple time scales
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Publication:2470840
DOI10.4310/CMS.2007.v5.n2.a14zbMath1135.65302MaRDI QIDQ2470840
Publication date: 15 February 2008
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.cms/1183990377
multiple time scalesstochastic dynamical systemsHMM-like multiscale integratorsprojective integration methods
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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