Weak symplectic schemes for stochastic Hamiltonian equations (Q2510851)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak symplectic schemes for stochastic Hamiltonian equations |
scientific article |
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Weak symplectic schemes for stochastic Hamiltonian equations (English)
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4 August 2014
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stochastic Hamiltonian systems
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symplectic integration
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numerical scheme in weak sense
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multiple Itô stochastic integral
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convergence
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0.93345493
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0.9329704
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0.92928594
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0.9274268
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0.9240906
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0.9207563
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0.9202627
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0.9167542
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