Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus (in EN)
Journal Article
·
· Mathematics and Computers in Simulation
Not provided.
- Research Organization:
- Illinois Institute of Technology, Chicago, IL (United States)
- Sponsoring Organization:
- USDOE; USDOE Office of Science (SC)
- Grant/Contract Number:
- SC0022276
- OSTI ID:
- 2576852
- Journal Information:
- Mathematics and Computers in Simulation, Journal Name: Mathematics and Computers in Simulation Journal Issue: C Vol. 215; ISSN 0378-4754
- Publisher:
- ElsevierCopyright Statement
- Country of Publication:
- United States
- Language:
- EN
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