Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations (Q5886858): Difference between revisions

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+High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
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+Weak backward error analysis for stochastic Hamiltonian systems
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+Weak symplectic schemes for stochastic Hamiltonian equations
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+Diffusion in Hamiltonian systems with a small stochastic perturbation
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+Energy-preserving Runge-Kutta methods
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+Drift-preserving numerical integrators for stochastic Hamiltonian systems
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+High-Order Symplectic Schemes for Stochastic Hamiltonian Systems
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+Geometric Numerical Integration
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+Q4714145
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+Book review of: D. Higham and P. Kloeden, An introduction to the numerical simulation of stochastic differential equations
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+Stochastic discrete Hamiltonian variational integrators
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+Q4004325
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+Stochastic Hamiltonian dynamical systems
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+Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
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+Numerical Methods for Stochastic Systems Preserving Symplectic Structure
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+Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods
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+Q4786851
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+On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
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+Publication:5886858