Hopf algebra structures for the backward error analysis of ergodic stochastic differential equations.

Eugen Bronasco Adrien Laurent

Published in: CoRR (2024)

Keyphrases

error analysis
stochastic differential equations
maximum a posteriori estimation
brownian motion
least squares
fractional brownian motion
additive gaussian noise
error correction
differential equations
markov chain
multiscale
reinforcement learning
probabilistic model