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Pathwise accuracy and ergodicity of metropolized integrators for SDEs

✍ Scribed by Nawaf Bou-Rabee; Eric Vanden-Eijnden

Publisher: John Wiley and Sons
Year: 2009
Tongue: English
Weight: 619 KB
Volume: 63
Category: Article
ISSN: 0010-3640
DOI: 10.1002/cpa.20306

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