Geometric Euler-Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n)

Marc J. Piggott, Victor Solo. Geometric Euler-Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n). SIAM J. Numerical Analysis, 54(4):2490-2516, 2016. [doi]

Abstract

Abstract is missing.