Rigorous convergence bounds for stochastic differential equations with application to uncertainty quantification - Blake, Liam A.A.; Maclean, John; Balasuriya, Sanjeeva (Physica. D, 2025)
Keywords: Eddy parameterisation; Gaussian approximations; Multiplicative and time-dependent noise; Stochastic differential equations; Uncertainty quantification; Uncertainty quantification; Multiplicative and time-dependent noise; Stochastic differential equations; Gaussian approximations; Eddy parameterisation