Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532)
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scientific article; zbMATH DE number 7188447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift-preserving numerical integrators for stochastic Hamiltonian systems |
scientific article; zbMATH DE number 7188447 |
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Drift-preserving numerical integrators for stochastic Hamiltonian systems (English)
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8 April 2020
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stochastic differential equations
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stochastic Hamiltonian systems
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energy
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trace formula
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numerical schemes
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strong convergence
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weak convergence
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multilevel Monte Carlo
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