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"Uniform in time convergence of numerical schemes for stochastic ..."
Letizia Angeli, Dan Crisan, Michela Ottobre (2023)
- Letizia Angeli, Dan Crisan, Michela Ottobre:
Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes. CoRR abs/2303.15463 (2023)
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