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Skew-symmetric schemes for stochastic differential equations with non-Lipschitz drift: an unadjusted Barker algorithm

Lookup NU author(s): Dr Giorgos VasdekisORCiD

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Publication metadata

Author(s): Iguchi Y, Livingstone S, Nusken N, Vasdekis G, Zhang RY

Publication type: Article

Publication status: In Press

Journal: IMA Journal of Numerical Analysis

Year: 2025

Acceptance date: 01/12/2025

Date deposited: 03/02/2026

ISSN (print): 0272-4979

ISSN (electronic): 1464-3642

Publisher: Oxford University Press

Notes: Available on Arxiv: https://arxiv.org/abs/2405.14373

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