Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity

Jialin Hong, Shuxing Zhai, Jingjing Zhang. Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity. SIAM J. Numerical Analysis, 49(5):2017-2038, 2011. [doi]

Abstract

Abstract is missing.