scientific article; zbMATH DE number 822856

zbMATH Open0832.60081MaRDI QIDQ4856705FDOQ4856705

Authors: C. Soize 

Publication date: 3 December 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Fourier transformcharacteristic functionGaussian white noiseHamiltonian functionnonlinear stochastic dynamical systems

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cited In (2)

• Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise
• Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise

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