Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds
DOI10.1007/s10208-021-09495-yzbMath1487.60112arXiv2006.09743OpenAlexW3168460961WikidataQ114228268 ScholiaQ114228268MaRDI QIDQ2671292
Adrien Laurent, Gilles Vilmart
Publication date: 3 June 2022
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.09743
manifoldsergodicityinvariant measureorder conditionsconstrained stochastic differential equationsexotic aromatic B-series
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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