Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise

Qiang Ma, Xiaohua Ding. Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise. Applied Mathematics and Computation, 252:520-534, 2015. [doi]

Abstract

Abstract is missing.