Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766)

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scientific article; zbMATH DE number 6595837
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    Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
    scientific article; zbMATH DE number 6595837

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      Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (English)
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      21 June 2016
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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 partitioned Runge-Kutta methods
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