An official Journal of the Institute of Mathematical Statistics.
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
Alain Durmus, et al. (2017)
Spectral theory and limit theorems for geometrically ergodic Markov processes
I. Kontoyiannis, et al. (2003)
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
Martin Hutzenthaler, et al. (2012)