Numerical simulations of stochastic differential equations
1989 ◽
Vol 54
(5-6)
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pp. 1353-1366
◽
2022 ◽
Vol 12
(1)
◽
pp. 53-71
2020 ◽
Vol 541
◽
pp. 123305
A weak second-order split-step method for numerical simulations of stochastic differential equations
2014 ◽
Vol 54
(3)
◽
pp. 801-821
◽
1994 ◽
Vol 113
(1)
◽
pp. 75-81
◽
1998 ◽
Vol 35
(4)
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pp. 1439-1451
◽
2013 ◽