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Conditional Moment Generating Functions for Integrals and Stochastic Integrals

โœ Scribed by Charalambous, C. D.; Elliott, R. J.; Krishnamurthy, V.


Book ID
118208070
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
270 KB
Volume
42
Category
Article
ISSN
0363-0129

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Generating functions for dynamical syste
โœ Robert I. McLachlan; G.R.W. Quispel ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 713 KB

We give a survey and some new examples of generating functions for systems with symplectic structure, systems with a first integral, systems that preserve volume, and systems with symmetries and/or time-reversing symmetries. Both ODEs and maps are treated, and we discuss how generating functions may