Numerical Methods for Stochastic Systems Preserving Symplectic Structure (Q4785830)

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scientific article; zbMATH DE number 1848647
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Numerical Methods for Stochastic Systems Preserving Symplectic Structure
scientific article; zbMATH DE number 1848647

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    Numerical Methods for Stochastic Systems Preserving Symplectic Structure (English)
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    5 January 2003
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    stochastic Hamiltonian systems
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    symplectic integration
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    fully implicit methods
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    mean-square convergence
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