Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (2023)

First Author: Leimkuhler B
Attributed to:  Data-Driven Coarse-Graining using Space-Time Diffusion Maps funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/22-aap1856

Publication URI: http://dx.doi.org/10.1214/22-aap1856

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 3

ISSN: 1050-5164