Skew-symmetric schemes for stochastic differential equations with non-Lipschitz drift: an unadjusted Barker algorithm

Fuente: arXiv

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Bibliographic Details
Main Authors:	Iguchi, Yuga, Livingstone, Samuel, Nüsken, Nikolas, Vasdekis, Giorgos, Zhang, Rui-Yang
Format:	Preprint
Published:	2024
Subjects:	Probability Numerical Analysis Computation 60H35, 65C05, 65C30, 65C40
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.14373