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]

Authors

Qiang Ma

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Xiaohua Ding

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