How do Monte Carlo estimates affect stochastic geometric numerical integration? (Q6159558): Difference between revisions
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scientific article; zbMATH DE number 7699187
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English | How do Monte Carlo estimates affect stochastic geometric numerical integration? |
scientific article; zbMATH DE number 7699187 |
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How do Monte Carlo estimates affect stochastic geometric numerical integration? (English)
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20 June 2023
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stochastic differential equations
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Monte Carlo methods
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stochastic Hamiltonian problems
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geometric numerical integration
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additive noise
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