Noisy gradient flow from a random walk in Hilbert space
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Publication:487669
DOI10.1007/s40072-014-0029-3zbMath1308.60005OpenAlexW2796089698MaRDI QIDQ487669
Natesh S. Pillai, Andrew M. Stuart, Alexandre H. Thiery
Publication date: 23 January 2015
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40072-014-0029-3
Continuous-time Markov processes on general state spaces (60J25) Computational methods for problems pertaining to probability theory (60-08) Numerical analysis or methods applied to Markov chains (65C40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence theories for problems in abstract spaces (49J27)
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