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Stochastic variational integrators (Q3624295)

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Stochastic variational integrators
scientific article

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    title
    Stochastic variational integrators (English)
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    DOI
    10.1093/imanum/drn018
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    author
    Nawaf Bou-Rabee
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    Houman Owhadi
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    publication date
    29 April 2009
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    Mathematics Subject Classification ID
    37J40
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    60H10
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    58J65
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    zbMATH DE Number
    5549219
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    zbMATH Keywords
    variational integrator
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    Ornstein-Uhlenbeck process
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    stochastic Hamiltonian system
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    OpenAlex ID
    W2119968067
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    arXiv ID
    0708.2187
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