Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise

Qiang Ma, Deqiong Ding, Xiaohua Ding. Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise. Applied Mathematics and Computation, 219(2):635-643, 2012. [doi]

Abstract

Abstract is missing.