Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations (Q3578046)

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Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations
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    Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations (English)
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    13 July 2010
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    damped harmonic oscillators with noise
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    stationary distribution
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    stochastic Runge-Kutta methods
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    leapfrog methods
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