Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217)
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English | Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise |
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Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (English)
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14 April 2014
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stochastic Hamiltonian systems
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stochastic differential equations
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symplectic integrators
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stochastic generating functions
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stochastic Runge-Kutta methods
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