On the randomized Euler scheme for stochastic differential equations with integral-form drift

Journal of Computational and Applied Mathematics 2026

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Authors: Paweł Przybyłowicz, Michał Sobieraj

DOI: 10.1016/j.cam.2026.117367

Cited by: 1

References: 19

Fields of Study & Subjects

Stochastic Gradient Optimization Techniques Stochastic processes and financial applications Model Reduction and Neural Networks

References 19