A review on numerical schemes for solving a linear stochastic oscillator (Q2350725)

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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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