Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217)

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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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