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"Symplectic Integration of Hamiltonian Systems with Additive Noise."

G. N. Milstein, Yu. M. Repin, Michael V. Tretyakov (2002)

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DOI: 10.1137/S0036142901387440

access: closed

type: Journal Article

metadata version: 2020-05-11

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G. N. Milstein, Yu. M. Repin, Michael V. Tretyakov:
Symplectic Integration of Hamiltonian Systems with Additive Noise. SIAM J. Numer. Anal. 39(6): 2066-2088 (2002)

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