A Second-Order Strong Method for the Langevin Equations with Holonomic Constraints (Q3095078)
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English | A Second-Order Strong Method for the Langevin Equations with Holonomic Constraints |
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A Second-Order Strong Method for the Langevin Equations with Holonomic Constraints (English)
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28 October 2011
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stochastic particle dynamics
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strong order
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multiple stochastic integrals
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Langevin equations
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Ornstein-Uhlenbeck process
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