Modelling pathwise uncertainty of Stochastic Differential Equations samplers via Probabilistic Numerics
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Publication:6516409
arXiv2401.03338MaRDI QIDQ6516409FDOQ6516409
Authors: Yvann Le Fay, Simo Särkkä, Adrien Corenflos 
Has companion code repository: https://github.com/hallelujahylefay/bayesiansdesolver
Gaussian processes (60G15) Numerical solutions to stochastic differential and integral equations (65C30)
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