Weak error expansion of a numerical scheme with rejection for singular Langevin process.
| Autor: | Journel, Lucas1 lucas.journel@sorbonne-universite.fr |
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| Zdroj: | ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN). May/Jun2024, Vol. 58 Issue 3, p1153-1184. 32p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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