Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths
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Publication:1748060
DOI10.1016/J.APNUM.2018.03.006OpenAlexW2607108946MaRDI QIDQ1748060FDOQ1748060
Authors: Jialin Hong, Chuying Huang, Xu Wang 
Publication date: 2 May 2018
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.04144
Cites Work
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- First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
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Cited In (4)
- Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions
- Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises
- Symplectic Runge-Kutta Methods for Hamiltonian Systems Driven by Gaussian Rough Paths
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