Stochastic variational integrators
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Publication:3624295
DOI10.1093/imanum/drn018zbMath1171.37027arXiv0708.2187OpenAlexW2119968067MaRDI QIDQ3624295
Nawaf Bou-Rabee, Houman Owhadi
Publication date: 29 April 2009
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.2187
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Perturbations of finite-dimensional Hamiltonian systems, normal forms, small divisors, KAM theory, Arnol'd diffusion (37J40)
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