"Drift-preserving numerical integrators for stochastic Hamiltonian systems."

Chuchu Chen et al. (2020)

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DOI: 10.1007/S10444-020-09771-5

access: open

type: Journal Article

metadata version: 2023-06-26

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Chuchu Chen, David Cohen, Raffaele D'Ambrosio, Annika Lang:
Drift-preserving numerical integrators for stochastic Hamiltonian systems. Adv. Comput. Math. 46(2): 27 (2020)

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