Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus (Q6089626)
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scientific article; zbMATH DE number 7764076
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| English | Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus |
scientific article; zbMATH DE number 7764076 |
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Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus (English)
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13 November 2023
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Hamiltonian stochastic differential equations
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Marcus integral
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symplectic Euler scheme
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mean-square convergence
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0.8693026900291443
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0.8325932025909424
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0.8179558515548706
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0.8150826692581177
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0.8112192749977112
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