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"Numerical Methods for Stochastic Systems Preserving Symplectic Structure."

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

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DOI: 10.1137/S0036142901395588

access: closed

type: Journal Article

metadata version: 2020-05-11

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  - journals/siamnum/MilsteinRT02
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  - https://dblp.org/rec/journals/siamnum/MilsteinRT02
G. N. Milstein, Yu. M. Repin, Michael V. Tretyakov:
Numerical Methods for Stochastic Systems Preserving Symplectic Structure. SIAM J. Numer. Anal. 40(4): 1583-1604 (2002)

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