Stochastic Lie Group Integrators

DOI10.1137/060666743zbMath1165.60026arXiv0704.0022OpenAlexW2131838761WikidataQ115247137 ScholiaQ115247137MaRDI QIDQ3617178

Anke Wiese, Simon J. A. Malham

Publication date: 27 March 2009

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.0022

zbMATH Keywords

stochastic Lie group integratorsstochastic differential equations on manifold

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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