Structure-preserving methods for Marcus stochastic Hamiltonian systems with additive Lévy noise
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DOI: 10.1063/5.0213902
Abstract: A general structure-preserving method is proposed for a class of Marcus stochastic Hamiltonian systems driven by additive Lévy noise. The convergence of the symplectic Euler scheme for this systems is investigated by Generalized Milstein Theorem.… read more here.
Keywords: marcus stochastic; stochastic hamiltonian; additive noise; structure preserving ... See more keywords
Marcus Stochastic Differential Equations: Representation of Probability Density
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DOI: 10.3390/math12192976
Abstract: Marcus stochastic delay differential equations are often used to model stochastic dynamical systems with memory in science and engineering. It is challenging to study the existence, uniqueness, and probability density of Marcus stochastic delay differential… read more here.
Keywords: differential equations; probability density; marcus stochastic;