Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations∗

Author： Katsoulakis Markos Pantazis Yannis Rey-Bellet Luc

E-ISSN： 1290-3841|48|5|1351-1379

ISSN： 0764-583x

Source： ESAIM: Mathematical Modelling and Numerical Analysis, Vol.48, Iss.5, 2014-08, pp. : 1351-1379

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