Numerical solution of stochastic differential problems in the biosciences

Numerical Treatment of Stochastic Differential Equations

W. Rüemelin · SIAM Journal on Numerical Analysis · 1982 · 405 citations

Engineering, Physics, Computational Mechanics +12

Numerical solution of stochastic differential equations

Denis Talay · Stochastics and stochastics reports · 1994 · 401 citations

Engineering, Mathematics, Probability Theory +9

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

SIAM Journal on Numerical Analysis · 2000 · 378 citations

Engineering, Mathematics, Dynamical Systems +16

Stability Analysis of Numerical Schemes for Stochastic Differential Equations

Yoshihiro Saito, Taketomo Mitsui · SIAM Journal on Numerical Analysis · 1996 · 369 citations

Natural Sciences, Computational Engineering, Dynamical Systems +14

The numerical solution of stochastic differential equations

Peter E. Kloeden, Robert A. Pearson · The Journal of the Australian Mathematical Society Series B Applied Mathematics · 1977 · 265 citations · Full text

Engineering, Computer Science, Differential Equations +10