research
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01/04/2021
Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model
In this article, we construct and analyse explicit numerical splitting m...
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03/23/2020
Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion
We introduce the inhomogeneous geometric Brownian motion (IGBM) as a tes...
research
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03/04/2019