Exponential integrability properties of numerical approximations are a key tool for establishing positive rates of strong and numerically weak convergence for a large class of nonlinear stochastic ...

Some basic properties of the class of exponential dispersion models, introduced by Jørgensen (1984), are derived, using either exponential family theory or properties of moment generating functions.

Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations.