On global error of symplectic schemes for stochastic Hamiltonian systems (Q2815621)
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scientific article; zbMATH DE number 6599702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On global error of symplectic schemes for stochastic Hamiltonian systems |
scientific article; zbMATH DE number 6599702 |
Statements
30 June 2016
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stochastic Hamiltonian system
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symplectic methods
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numerical weak schemes
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extrapolation method
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On global error of symplectic schemes for stochastic Hamiltonian systems (English)
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