On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes

Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg. On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes. Multiscale Modeling & Simulation, 20(1):118-163, 2022. [doi]

Authors

Charles-Edouard Bréhier

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Shmuel Rakotonirina-Ricquebourg

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