Weak backward error analysis for stochastic Hamiltonian systems (Q2273193)

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Weak backward error analysis for stochastic Hamiltonian systems
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    Weak backward error analysis for stochastic Hamiltonian systems (English)
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    18 September 2019
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    backward error analysis
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    stochastic Hamiltonian systems
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    Kolmogorov equation
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    weak symplectic scheme
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