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20122026
most citedOn the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth

17 citations · 55 across the 13 of their papers we have counts for

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math.PR2022

A Kramers' type law for the first collision-time of two self-stabilizing diffusions and of their particle approximations

Jean-Francois Jabir, Julian Tugaut

The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diff…