most citedNumerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations

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math.NA2020★ 2 cited

Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations

Jialin Hong, Diancong Jin, Derui Sheng +1

In this paper, we focus on two kinds of large deviations principles (LDPs) of the invariant measures of Langevin equations and their numerical methods, as the noise intensity $ε\to…