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added small insight
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ISIPINK committed Jun 6, 2024
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{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This splitting idea can be formulated as time dependent\n",
"Russian rouletting the the time varying term. <br>\n",
"\n",
"To get high order convergence instead using a fixed time grid for the local approx\n",
"use a Poisson time proces such that splitting into the local approx can be fully\n",
"formulated with Poisson time processes."
]
},
{
"cell_type": "markdown",
"metadata": {},
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