scientific article; zbMATH DE number 5049859

zbMath1097.65012MaRDI QIDQ5482376

Florent Malrieu, Denis Talay

Publication date: 28 August 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusionstochastic differential equationconvergencelogarithmic Sobolev inequalityMonte Carlo methodsPoincaré inequalityEuler scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) 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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