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Symplectic Runge-Kutta Methods for Hamiltonian Systems Driven by Gaussian Rough Paths - MaRDI portal

Symplectic Runge-Kutta Methods for Hamiltonian Systems Driven by Gaussian Rough Paths

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Publication:6285476

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DOI10.1016/J.APNUM.2018.03.006arXiv1704.04144MaRDI QIDQ6285476

Jialin Hong, Chuying Huang, Xu Wang

Publication date: 13 April 2017

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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