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Julia code supplementing "The convergence of stochastic differential equations to their linearisation in small noise limits" by L. Blake, J. Maclean, and S. Balasuriya

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liamblake/sde-linearisation-bounds

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Julia code implementing the results of

L. Blake, J. Maclean, and S. Balasuriya, The convergence of stochastic differential equations to their linearisation in small noise limits, submitted for publication (2023).

The preprint is available on arXiv here. Please see the article for details on the computations and examples in this codebase.

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Julia code supplementing "The convergence of stochastic differential equations to their linearisation in small noise limits" by L. Blake, J. Maclean, and S. Balasuriya

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