Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus

Qingyi Zhan, Jinqiao Duan, Xiaofan Li 0003, Yuhong Li. Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus. Mathematics and Computers in Simulation, 215:420-439, January 2024. [doi]

Abstract

Abstract is missing.