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most citedReversible and non-reversible Markov Chain Monte Carlo algorithms for reservoir simulation problems

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math.PR2019

Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups

D. Crisan, P. Dobson, M. Ottobre

We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential dec…