Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers

10 May 2024

Papers citing "Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers"

2 / 2 papers shown

Title
A Langevin sampling algorithm inspired by the Adam optimizer B. Leimkuhler René Lohmann P. Whalley 79 0 0 26 Apr 2025
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations J. Sanz-Serna K. Zygalakis 27 22 0 26 Apr 2021