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"On Asymptotic Preserving Schemes for a Class of Stochastic Differential ..."
Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg (2022)
- Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg:
On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes. Multiscale Model. Simul. 20(1): 118-163 (2022)
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