Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods |
scientific article; zbMATH DE number 6362819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods |
scientific article; zbMATH DE number 6362819 |
Statements
Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (English)
0 references
31 October 2014
0 references
stochastic differential equations
0 references
Runge-Kutta methods
0 references
symplecticity
0 references
strong convergence
0 references
weak convergence
0 references
quadratic invariants
0 references
numerical experiment
0 references
0 references
0 references
0 references
0 references
