Conservative methods for stochastic differential equations with a conserved quantity (Q3186772)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conservative methods for stochastic differential equations with a conserved quantity |
scientific article |
Statements
12 August 2016
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stochastic differential equations
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conservative methods
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stochastic geometric numerical integration
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quadrature formula
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invariants
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splitting technique
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mean-square convergence order
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weak convergence order
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math.NA
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