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]

@article{ChenHJS21,
  title = {Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator},
  author = {Chuchu Chen and Jialin Hong and Diancong Jin and Liying Sun},
  year = {2021},
  doi = {10.1137/19M1306919},
  url = {https://doi.org/10.1137/19M1306919},
  researchr = {https://researchr.org/publication/ChenHJS21},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Numerical Analysis},
  volume = {59},
  number = {1},
  pages = {32-59},
}