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

Publication type: Article

Publication status: Published

Journal: IMA Journal of Numerical Analysis

Year: 2026

Issue: ePub ahead of Print

Online publication date: 16/03/2026

Acceptance date: 01/12/2025

Date deposited: 03/02/2026

ISSN (print): 0272-4979

ISSN (electronic): 1464-3642

Publisher: Oxford University Press

URL: https://doi.org/10.1093/imanum/draf147

DOI: 10.1093/imanum/draf147

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

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