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Stochastic Structure-Preserving Numerical Methods

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Symplectic Integration of Stochastic Hamiltonian Systems

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  1. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Bei**g, Bei**g, China

    Jialin Hong

  2. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Bei**g, Bei**g, China

    Liying Sun

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Hong, J., Sun, L. (2022). Stochastic Structure-Preserving Numerical Methods. In: Symplectic Integration of Stochastic Hamiltonian Systems. Lecture Notes in Mathematics, vol 2314. Springer, Singapore. https://doi.org/10.1007/978-981-19-7670-4_2

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