On Runge-Kutta-type methods for two-dimensional stochastic differential equations

By Navikas J.  

Lithuanian Mathematical Journal, Vol. 46, Iss. 3, 2006-07 ,pp. : 328-336

Springer Publishing Company

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Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications

By Al-Hussein AbdulRahman  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 81, Iss. 6, 2009-12 ,pp. : 601-626

Taylor & Francis Ltd

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On Convergence of One-Step Schemes for Weak Solutions of Quantum Stochastic Differential Equations

By Ayoola E.O.  

Acta Applicandae Mathematicae, Vol. 67, Iss. 1, 2001-05 ,pp. : 19-58

Springer Publishing Company

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Front Fluctuations in One Dimensional Stochastic Phase Field Equations

By Bertini Lorenzo   Brassesco Stella   Buttà Paolo   Presutti Errico  

Annales Henri Poincaré, Vol. 3, Iss. 1, 2002-03 ,pp. : 29-86

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On the solution of a one-dimensional stochastic differential equation with singular drift coefficient

By Kulik A.  

Ukrainian Mathematical Journal, Vol. 56, Iss. 5, 2004-05 ,pp. : 774-789

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