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20202024
most citedNumerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle

6 citations · 6 across the 4 of their papers we have counts for

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math.NA2020

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

Qingyi Zhan, Jinqiao Duan, Xiaofan Li +1

A class of Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus, and the construction and numerical implementation methods of symplec…

math.NA2020

Symplectic Euler scheme for Hamiltonian stochastic differential equations driven by Levy noise

Qingyi Zhan, Jinqiao Duan, Xiaofan Li

This paper proposes a general symplectic Euler scheme for a class of Hamiltonian stochastic differential equations driven by Lvy noise in the sense of Marcus form. The c…