Weak backward error analysis for overdamped Langevin processes (Q5249717)
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scientific article; zbMATH DE number 6435189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak backward error analysis for overdamped Langevin processes |
scientific article; zbMATH DE number 6435189 |
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Weak backward error analysis for overdamped Langevin processes (English)
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11 May 2015
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backward error analysis
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overdamped Langevin equation
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implicit numerical scheme
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Kolmogorov equation
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weak error
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exponential mixing
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stochastic differential equation
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