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20172023
most citedOrder conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds

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math.NA2019★ 3 cited

Multirevolution integrators for differential equations with fast stochastic oscillations

Adrien Laurent, Gilles Vilmart

We introduce a new methodology based on the multirevolution idea for constructing integrators for stochastic differential equations in the situation where the fast oscillations the…