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A Second-Order Strong Method for the Langevin Equations with Holonomic Constraints - MaRDI portal

A Second-Order Strong Method for the Langevin Equations with Holonomic Constraints (Q3095078)

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A Second-Order Strong Method for the Langevin Equations with Holonomic Constraints
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    A Second-Order Strong Method for the Langevin Equations with Holonomic Constraints (English)
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    28 October 2011
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    stochastic particle dynamics
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    strong order
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    multiple stochastic integrals
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    Langevin equations
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    Ornstein-Uhlenbeck process
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