A splitting method for SDEs with locally Lipschitz drift Illustration on the FitzHugh-Nagumo model
E Buckwar, A Samson, M Tamborrino… - Applied Numerical …, 2022 - Elsevier
… Maruyama type methods commonly fail in preserving such properties, yielding ill-conditioned likelihood-based estimation tools or computationally infeasible simulation-based inference …
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… Maruyama type methods commonly fail in preserving such properties, yielding ill-conditioned likelihood-based estimation tools or computationally infeasible simulation-based inference …