Cited in
(24)- SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series
- ItoProcess
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
- Gauss-quadrature method for one-dimensional mean-field SDEs
- Numerical simulations of SDEs and SPDEs from neural systems using SDELab
- stochastic
- SDE-Solver
- xSPDE
- Magpy
- OOMMF
- sdeint
- SODECL
- SDE-MATH
- Dynamics of non-holonomic systems with stochastic transport
- scientific article; zbMATH DE number 7318972 (Why is no real title available?)
- Stabilization of a class of stochastic nonlinear systems
- Split-step Milstein methods for multi-channel stiff stochastic differential systems
- Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
- First-order weak balanced schemes for stochastic differential equations
- Splitting integrators for the stochastic Landau-Lifshitz equation
- LevyArea.jl
- SDEModels.jl
- On noisy extensions of nonholonomic constraints
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox
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