Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs
Contributeurs/tricesLaurent, Adrien; Vilmart, Gilles
Publié dansMathematics of Computation, vol. 89, no. 321, p. 169-202
Date de publication2020
Résumé
Mots-clés
- Stochastic differential equations
- Invariant measure
- Ergodicity
- Exotic
- Aromatic trees
- Order conditions
Structure d'affiliation
Groupe de recherche
Citation (format ISO)
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
Fichiers principaux (1)
Article (Accepted version)
Identifiants
- PID : unige:123872
- DOI : 10.1090/mcom/3455
ISSN du journal1088-6842