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

From MaRDI portal
scientific article
Language Label Description Also known as
English
A review on numerical schemes for solving a linear stochastic oscillator
scientific article

    Statements

    A review on numerical schemes for solving a linear stochastic oscillator (English)
    0 references
    0 references
    0 references
    0 references
    25 June 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic differential equations
    0 references
    stochastic oscillator
    0 references
    stochastic Hamiltonian systems
    0 references
    stochastic numerical methods
    0 references
    stochastic symplectic integrators
    0 references
    second order moment
    0 references
    0 references