Order Conditions for Sampling the Invariant Measure of Ergodic Stochastic Differential Equations on Manifolds

Adrien Laurent, Gilles Vilmart. Order Conditions for Sampling the Invariant Measure of Ergodic Stochastic Differential Equations on Manifolds. Foundations of Computational Mathematics, 22(3):649-695, 2022. [doi]

Authors

Adrien Laurent

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Gilles Vilmart

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