Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths (Q1748060)
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scientific article; zbMATH DE number 6865801
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| English | Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths |
scientific article; zbMATH DE number 6865801 |
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Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths (English)
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2 May 2018
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rough path
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Hamiltonian system
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symplectic Runge-Kutta method
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implicit method
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pathwise convergence rate
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