Pamela M. Burrage, Kevin Burrage. Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise. Numerical Algorithms, 65(3):519-532, 2014. [doi]
@article{BurrageB14,
title = {Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise},
author = {Pamela M. Burrage and Kevin Burrage},
year = {2014},
doi = {10.1007/s11075-013-9796-6},
url = {http://dx.doi.org/10.1007/s11075-013-9796-6},
researchr = {https://researchr.org/publication/BurrageB14},
cites = {0},
citedby = {0},
journal = {Numerical Algorithms},
volume = {65},
number = {3},
pages = {519-532},
}