Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths (Q1748060): Difference between revisions

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+Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs
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+From Rough Path Estimates to Multilevel Monte Carlo
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+Densities for rough differential equations under Hörmander's condition
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+Multidimensional Stochastic Processes as Rough Paths
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+Controlling rough paths
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+Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions
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+Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems
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+Publication:1748060