A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model - Buckwar, Evelyn; Samson, Adeline; Tamborrino, Massimiliano; Tubikanec, Irene (Applied numerical mathematics, 2022)
Keywords: Ergodicity; FitzHugh-Nagumo model; Hypoellipticity; Locally Lipschitz drift; Matematik; Mathematical Sciences; Mathematics; Mean-square convergence; Natural Sciences; Naturvetenskap; Probability Theory and Statistics; Sannolikhetsteori och statistik; Splitting methods; Statistics; Stochastic differential equations; Stochastic differential equations; Splitting methods; FitzHugh-Nagumo model; Ergodicity; Mean-square convergence; Hypoellipticity; Locally Lipschitz drift; Mean-square convergence AMS subject classifications 60H10