ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels

Yuga Iguchi and Toshihiro Yamada

ESAIM: M2AN, 55 (2021) S323-S367

Published online: 26 February 2021

DOI: 10.1051/m2an/2020043

Yuga Iguchi

Toshihiro Yamada

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