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most citedA Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process

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math.NA2026

Pathwise skew-symmetric discretisation for SDEs with superlinear drift

Yuga Iguchi, Samuel Livingstone, Giorgos Vasdekis +1

The skew-symmetric discretisation has recently been proposed as a new robust simulation method for weakly approximating stochastic differential equations (SDEs) with non-globally L…