Order Conditions for Sampling the Invariant Measure of Ergodic Stochastic Differential Equations on Manifolds
ContributorsLaurent, Adrien; Vilmart, Gilles
Published inFoundations of computational mathematics, vol. 22, no. 3, p. 649-695
Publication date2021-06-07
First online date2021-06-07
Abstract
Affiliation
Research group
Funding
- Swiss National Science Foundation - Méthodes numériques géométriques et multi-échelles pour les équations différentielles [200020_184614]
- Swiss National Science Foundation - Méthodes numériques géométriques et multi-échelles pour les équations différentielles [200021_162404]
- Swiss National Science Foundation - Analyse numerique [200020_178752]
Citation (ISO format)
LAURENT, Adrien, VILMART, Gilles. Order Conditions for Sampling the Invariant Measure of Ergodic Stochastic Differential Equations on Manifolds. In: Foundations of computational mathematics, 2021, vol. 22, n° 3, p. 649–695. doi: 10.1007/s10208-021-09495-y
Main files (1)
Article (Published version)
Identifiers
- PID : unige:162211
- DOI : 10.1007/s10208-021-09495-y
Commercial URLhttps://link.springer.com/10.1007/s10208-021-09495-y
ISSN of the journal1615-3375