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]
@article{HongZZ11,
title = {Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity},
author = {Jialin Hong and Shuxing Zhai and Jingjing Zhang},
year = {2011},
doi = {10.1137/090771880},
url = {http://dx.doi.org/10.1137/090771880},
researchr = {https://researchr.org/publication/HongZZ11},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {49},
number = {5},
pages = {2017-2038},
}