Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus
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Publication:6089626
DOI10.1016/j.matcom.2023.08.012MaRDI QIDQ6089626
Xiaofan Li, Qingyi Zhan, Yuhong Li, Jin-qiao Duan
Publication date: 13 November 2023
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
mean-square convergenceMarcus integralsymplectic Euler schemeHamiltonian stochastic differential equations
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