Baccouch, Mahboub; Temimi, Helmi; Ben-Romdhane, Mohamed A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics. (English) Zbl 1459.65007 J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021). MSC: 65C30 65L20 65L60 60H10 PDFBibTeX XMLCite \textit{M. Baccouch} et al., J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021; Zbl 1459.65007) Full Text: DOI
Baccouch, Mahboub; Temimi, Helmi; Ben-Romdhane, Mohamed The discontinuous Galerkin method for stochastic differential equations driven by additive noises. (English) Zbl 1441.65012 Appl. Numer. Math. 152, 285-309 (2020). MSC: 65C30 65L60 60H10 PDFBibTeX XMLCite \textit{M. Baccouch} et al., Appl. Numer. Math. 152, 285--309 (2020; Zbl 1441.65012) Full Text: DOI
Baccouch, Mahboub; Johnson, Bryan A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations. (English) Zbl 1345.60066 J. Comput. Appl. Math. 308, 138-165 (2016). MSC: 60H35 60H10 65C30 65C20 65L20 65L60 PDFBibTeX XMLCite \textit{M. Baccouch} and \textit{B. Johnson}, J. Comput. Appl. Math. 308, 138--165 (2016; Zbl 1345.60066) Full Text: DOI