Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs
ContributorsLaurent, Adrien; Vilmart, Gilles
Published inMathematics of Computation, vol. 89, no. 321, p. 169-202
Publication date2020
Abstract
Keywords
- Stochastic differential equations
- Invariant measure
- Ergodicity
- Exotic
- Aromatic trees
- Order conditions
Affiliation entities
Research groups
Citation (ISO format)
LAURENT, Adrien, VILMART, Gilles. Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs. In: Mathematics of Computation, 2020, vol. 89, n° 321, p. 169–202. doi: 10.1090/mcom/3455
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:123872
- DOI : 10.1090/mcom/3455
Additional URL for this publicationhttp://www.ams.org/mcom/2020-89-321/S0025-5718-2019-03455-5/
Journal ISSN1088-6842
