Drift-preserving numerical integrators for stochastic Hamiltonian systems

Chuchu Chen, David Cohen, Raffaele D'Ambrosio, Annika Lang. Drift-preserving numerical integrators for stochastic Hamiltonian systems. Adv. Comput. Math., 46(2):27, 2020. [doi]

Authors

Chuchu Chen

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David Cohen

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Raffaele D'Ambrosio

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Annika Lang

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