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Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics - MaRDI portal

Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (Q530090)

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Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics
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    Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (English)
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    9 June 2017
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    Langevin dynamics
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    stochastic differential equation
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    strong error estimates
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    Euler-Maruyama discretization
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