A review on numerical schemes for solving a linear stochastic oscillator (Q2350725): Difference between revisions
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scientific article
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English | A review on numerical schemes for solving a linear stochastic oscillator |
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A review on numerical schemes for solving a linear stochastic oscillator (English)
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25 June 2015
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stochastic differential equations
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stochastic oscillator
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stochastic Hamiltonian systems
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stochastic numerical methods
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stochastic symplectic integrators
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second order moment
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