Structure-preserving methods for Marcus stochastic Hamiltonian systems with additive Lévy noise

DOI10.1063/5.0213902MaRDI QIDQ6646372

Qingyi Zhan, Xiaofan Li, Jin-qiao Duan

Publication date: 2 December 2024

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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