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Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations.
Assyr Abdulle
Ibrahim Almuslimani
Gilles Vilmart
Published in:
SIAM/ASA J. Uncertain. Quantification (2018)
Keyphrases
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pairwise
image processing
optimal solution
stationary distribution
stochastic differential equations