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"High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs."
Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis (2014)
- Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis
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High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs. SIAM J. Numer. Anal. 52(4): 1600-1622 (2014)
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