Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator

Chuchu Chen, Jialin Hong, Diancong Jin, Liying Sun. Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator. SIAM J. Numerical Analysis, 59(1):32-59, 2021. [doi]

Abstract

Abstract is missing.