Modelling pathwise uncertainty of Stochastic Differential Equations samplers via Probabilistic Numerics

zbMatharXiv:2401.03338MaRDI QIDQ6516409

Yvann Le Fay, Simo Särkkä, Adrien Corenflos

Publication date: 1 January 1

Mathematics Subject Classification ID

Gaussian processes (60G15) Numerical solutions to stochastic differential and integral equations (65C30)

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