Pages that link to "Item:Q2273193"

The following pages link to Weak backward error analysis for stochastic Hamiltonian systems (Q2273193):

Displaying 10 items.

• Weak backward error analysis for Langevin process (Q906954) (← links)
• Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (Q2101091) (← links)
• Backward error analysis for multisymplectic discretizations of Hamiltonian PDEs (Q2486240) (← links)
• On the conservative character of discretizations to Itô-Hamiltonian systems with small noise (Q2677881) (← links)
• On global error of symplectic schemes for stochastic Hamiltonian systems (Q2815621) (← links)
• Weak backward error analysis for SDEs (Q2903058) (← links)
• Backstepping control in vector form for stochastic Hamiltonian systems (Q2903511) (← links)
• Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator (Q5147756) (← links)
• Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations (Q5886858) (← links)
• Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise (Q6119278) (← links)