Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations (2019)
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.crma.2019.04.008
Publication URI: http://dx.doi.org/10.1016/j.crma.2019.04.008
Type: Journal Article/Review
Parent Publication: Comptes Rendus. Mathématique
Issue: 4