Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus (Q6089626)
From MaRDI portal
scientific article; zbMATH DE number 7764076
Language | Label | Description | Also known as |
---|---|---|---|
English | Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus |
scientific article; zbMATH DE number 7764076 |
Statements
Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus (English)
0 references
13 November 2023
0 references
Hamiltonian stochastic differential equations
0 references
Marcus integral
0 references
symplectic Euler scheme
0 references
mean-square convergence
0 references
0 references
0 references
0 references
0 references