Relative entropy estimate and geometric ergodicity for implicit Langevin Monte Carlo

Research in the Mathematical Sciences 2026 Open access

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Authors: Lei S. Li, Jian‐Guo Liu, Yuliang Wang

DOI: 10.1007/s40687-026-00640-z

Cited by: 0

References: 49

Fields of Study & Subjects

Markov Chains and Monte Carlo Methods Gas Dynamics and Kinetic Theory Stochastic processes and financial applications

References 49