Cited in
(17)- 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
- Higher order numerical approximation of switching systems
- Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence
- From elementary probability to stochastic differential equations with MAPLE
- Comparison of stochastic and random models for bacterial resistance
- A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids
- Runge-Kutta methods for affinely controlled nonlinear systems
- SDELab
- Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE
- xSPDE
- SDE-MATH
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
- Closed-form likelihood expansions for multivariate diffusions
- Numerical methods for nonlinear stochastic differential equations with jumps
- Existence and uniqueness of solutions for the Schrödinger integrable boundary value problem
- SDELab: A package for solving stochastic differential equations in MATLAB
- Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza
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