Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation

Documenti analoghi

• Deep Operator BSDE: a Numerical Scheme to Approximate Solution Operators
  di: Lozano, Pere Díaz, et al.
  Pubblicazione: (2024)
• First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
  di: Vashistha, Divyanshu, et al.
  Pubblicazione: (2025)
• Numerical integrators for confined Langevin dynamics
  di: Leimkuhler, B., et al.
  Pubblicazione: (2024)
• Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
  di: Angeli, Letizia, et al.
  Pubblicazione: (2023)
• Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
  di: Ling, Chengcheng
  Pubblicazione: (2024)