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International Journal of Computer Mathematics, Vol. 85, Iss. 6, 2008-06 ,pp. : 937-947

Taylor & Francis Ltd

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Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise

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Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

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IMA Journal of Numerical Analysis, Vol. 33, Iss. 2, 2013-04 ,pp. : 515-543

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Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

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High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise

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