Weak symplectic schemes for stochastic Hamiltonian equations (Q2510851): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 08:26, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak symplectic schemes for stochastic Hamiltonian equations |
scientific article |
Statements
Weak symplectic schemes for stochastic Hamiltonian equations (English)
0 references
4 August 2014
0 references
stochastic Hamiltonian systems
0 references
symplectic integration
0 references
numerical scheme in weak sense
0 references
multiple Itô stochastic integral
0 references
convergence
0 references
