Pathwise accuracy and ergodicity of metropolized integrators for SDEs

Journal article

Open access

Peer reviewed

Nawaf Bou-Rabee and Eric Vanden-Eijnden

Communications on pure and applied mathematics, Vol.63(5), pp.655-696

05/2010

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https://doi.org/10.1002/cpa.20306View

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Title: Pathwise accuracy and ergodicity of metropolized integrators for SDEs
Creators: Nawaf Bou-Rabee - Courant Institute, 251 Mercer Street, New York, NY 10012
Eric Vanden-Eijnden - Courant Institute, 251 Mercer Street, New York, NY 10012
Publication Details: Communications on pure and applied mathematics, Vol.63(5), pp.655-696
Date published: 05/2010
Publisher: Wiley Subscription Services, Inc., A Wiley Company
Number of pages: 42
Academic Unit: Mathematical Sciences (FASC)
Language: English
Resource Type: Journal article
Identifiers: 991031666255404646