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20222025
most citedA sharp uniform-in-time error estimate for Stochastic Gradient Langevin Dynamics

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math.NA2024

Estimates of the numerical density for stochastic differential equations with multiplicative noise

Lei Li, Mengchao Wang, Yuliang Wang

We investigate the estimates of the density for the traditional Euler-Maruyama discretization of stochastic differential equations (SDEs) with multiplicative noise. Our estimates f…