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]

Authors

Jialin Hong

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Shuxing Zhai

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Jingjing Zhang

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