Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus-Reference-Cited by-同舟云学术

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Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus

Published:2024-01 Issue: Volume:215 Page:420-439
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Zhan Qingyi,Duan Jinqiao^ORCID,Li Xiaofan^ORCID,Li Yuhong

Funder

Fujian Agriculture and Forestry University

U.S. Department of Energy

National Natural Science Foundation of China

Department of Education, Fujian Province

China Scholarship Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference28 articles.

1. Lévy Process and Stochastic Calculus;Applebaum,2004

2. Marcus versus stratonovich for systems with jump noise;Chechkin;J. Phys. A,2014

3. Algebraic structures and stochastic differential equations driven by Lévy processes;Curry;Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci.,2019

4. An Introduction to Stochastic Dynamics;Duan,2015

5. Symplectic Geometric Algorithms for Hamiltonian Systems;Feng,2010

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