Concepedia

Symplectic Runge–Kutta methods for Hamiltonian systems driven by Gaussian rough paths

Jialin Hong, Chuying Huang, Xu Wang

Applied Numerical Mathematics · 2018 · 17 citations · 15 references

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References

15

Fractional Brownian Motions, Fractional Noises and Applications

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Numerical Methods for Stochastic Systems Preserving Symplectic Structure

Grigori N. Milstein, Yu. M. Repin, M. V. Tretyakov · SIAM Journal on Numerical Analysis · 2002 · 191 citations · Full text

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Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation

A. M. Davie · Applied Mathematics Research eXpress · 2008 · 164 citations · Full text

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