Ninomiya, Syoiti; Shinozaki, Yuji Higher-order discretization methods of forward-backward SDEs using KLNV-scheme and their applications to XVA pricing. (English) Zbl 1426.91273 Appl. Math. Finance 26, No. 3, 257-292 (2019). MSC: 91G20 60H10 91G60 PDF BibTeX XML Cite \textit{S. Ninomiya} and \textit{Y. Shinozaki}, Appl. Math. Finance 26, No. 3, 257--292 (2019; Zbl 1426.91273) Full Text: DOI
Yang, Nian; Chen, Nan; Wan, Xiangwei A new delta expansion for multivariate diffusions via the Itô-Taylor expansion. (English) Zbl 1452.62607 J. Econom. 209, No. 2, 256-288 (2019). MSC: 62M05 60J60 62F12 62P05 PDF BibTeX XML Cite \textit{N. Yang} et al., J. Econom. 209, No. 2, 256--288 (2019; Zbl 1452.62607) Full Text: DOI
Köhnke, Merlin C.; Malchow, H. Wave pinning in competition-diffusion models in variable environments. (English) Zbl 1406.92669 J. Theor. Biol. 461, 204-214 (2019). MSC: 92D40 92D25 35Q92 PDF BibTeX XML Cite \textit{M. C. Köhnke} and \textit{H. Malchow}, J. Theor. Biol. 461, 204--214 (2019; Zbl 1406.92669) Full Text: DOI
Yao, Jinran; Gan, Siqing Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs. (English) Zbl 1429.65023 Appl. Math. Comput. 339, 294-301 (2018). MSC: 65C30 34F05 60H10 60H35 PDF BibTeX XML Cite \textit{J. Yao} and \textit{S. Gan}, Appl. Math. Comput. 339, 294--301 (2018; Zbl 1429.65023) Full Text: DOI
Schlomann, Brandon H. Stationary moments, diffusion limits, and extinction times for logistic growth with random catastrophes. (English) Zbl 1406.92519 J. Theor. Biol. 454, 154-163 (2018). MSC: 92D25 92D40 60H10 PDF BibTeX XML Cite \textit{B. H. Schlomann}, J. Theor. Biol. 454, 154--163 (2018; Zbl 1406.92519) Full Text: DOI
Bayram, Mustafa; Partal, Tugcem; Orucova Buyukoz, Gulsen Numerical methods for simulation of stochastic differential equations. (English) Zbl 1445.60050 Adv. Difference Equ. 2018, Paper No. 17, 10 p. (2018). MSC: 60H35 65C30 PDF BibTeX XML Cite \textit{M. Bayram} et al., Adv. Difference Equ. 2018, Paper No. 17, 10 p. (2018; Zbl 1445.60050) Full Text: DOI
Suzuki, Masataka Continuous-time smooth ambiguity preferences. (English) Zbl 1401.91048 J. Econ. Dyn. Control 90, 30-44 (2018). MSC: 91B08 91B25 91B16 PDF BibTeX XML Cite \textit{M. Suzuki}, J. Econ. Dyn. Control 90, 30--44 (2018; Zbl 1401.91048) Full Text: DOI
Buckingham-Jeffery, Elizabeth; Isham, Valerie; House, Thomas Gaussian process approximations for fast inference from infectious disease data. (English) Zbl 1392.92097 Math. Biosci. 301, 111-120 (2018). MSC: 92D30 62P10 PDF BibTeX XML Cite \textit{E. Buckingham-Jeffery} et al., Math. Biosci. 301, 111--120 (2018; Zbl 1392.92097) Full Text: DOI
Yamada, Toshihiro Weak Milstein scheme without commutativity condition and its error bound. (English) Zbl 06881603 Appl. Numer. Math. 131, 95-108 (2018). MSC: 65 PDF BibTeX XML Cite \textit{T. Yamada}, Appl. Numer. Math. 131, 95--108 (2018; Zbl 06881603) Full Text: DOI
Averina, Tatiana A.; Karachanskaya, Elena V.; Rybakov, Konstantin A. Statistical analysis of diffusion systems with invariants. (English) Zbl 1436.65011 Russ. J. Numer. Anal. Math. Model. 33, No. 1, 1-13 (2018). MSC: 65C30 60H10 PDF BibTeX XML Cite \textit{T. A. Averina} et al., Russ. J. Numer. Anal. Math. Model. 33, No. 1, 1--13 (2018; Zbl 1436.65011) Full Text: DOI
Doumbia, Mahamadou; Oudjane, Nadia; Warin, Xavier Unbiased Monte Carlo estimate of stochastic differential equations expectations. (English) Zbl 1372.65015 ESAIM, Probab. Stat. 21, 56-87 (2017). MSC: 65C30 65C05 60H15 60J60 60J85 35K10 PDF BibTeX XML Cite \textit{M. Doumbia} et al., ESAIM, Probab. Stat. 21, 56--87 (2017; Zbl 1372.65015) Full Text: DOI arXiv
Beyn, Wolf-Jürgen; Isaak, Elena; Kruse, Raphael Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes. (English) Zbl 1397.65013 J. Sci. Comput. 70, No. 3, 1042-1077 (2017). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 PDF BibTeX XML Cite \textit{W.-J. Beyn} et al., J. Sci. Comput. 70, No. 3, 1042--1077 (2017; Zbl 1397.65013) Full Text: DOI arXiv
Jiang, Fengze; Zong, Xiaofeng; Yue, Chao; Huang, Chengming Double-implicit and split two-step Milstein schemes for stochastic differential equations. (English) Zbl 1355.65013 Int. J. Comput. Math. 93, No. 12, 1987-2011 (2016). MSC: 65C30 60H35 65L20 PDF BibTeX XML Cite \textit{F. Jiang} et al., Int. J. Comput. Math. 93, No. 12, 1987--2011 (2016; Zbl 1355.65013) 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 PDF BibTeX XML Cite \textit{M. Baccouch} and \textit{B. Johnson}, J. Comput. Appl. Math. 308, 138--165 (2016; Zbl 1345.60066) Full Text: DOI
Manca, Fabio; Déjardin, Pierre-Michel; Giordano, Stefano Statistical mechanics of holonomic systems as a Brownian motion on smooth manifolds. (English) Zbl 1351.82059 Ann. Phys., Berlin 528, No. 5, 381-393 (2016). Reviewer: Piotr Garbaczewski (Opole) MSC: 82C31 58J35 60J65 58J65 49S05 49J55 60H07 70H03 70H05 35Q84 PDF BibTeX XML Cite \textit{F. Manca} et al., Ann. Phys., Berlin 528, No. 5, 381--393 (2016; Zbl 1351.82059) Full Text: DOI
İzgi, Burhaneddin; Duran, Ahmet 3D extreme value analysis for stock return, interest rate and speed of mean reversion. (English) Zbl 1329.91151 J. Comput. Appl. Math. 297, 51-64 (2016). MSC: 91G70 60G70 91B70 91G30 PDF BibTeX XML Cite \textit{B. İzgi} and \textit{A. Duran}, J. Comput. Appl. Math. 297, 51--64 (2016; Zbl 1329.91151) Full Text: DOI
Yin, Zhengwei; Gan, Siqing An improved Milstein method for stiff stochastic differential equations. (English) Zbl 1422.60110 Adv. Difference Equ. 2015, Paper No. 369, 16 p. (2015). MSC: 60H10 65C30 65L20 60H35 34F05 PDF BibTeX XML Cite \textit{Z. Yin} and \textit{S. Gan}, Adv. Difference Equ. 2015, Paper No. 369, 16 p. (2015; Zbl 1422.60110) Full Text: DOI
Yin, Zhengwei; Gan, Siqing Chebyshev spectral collocation method for stochastic delay differential equations. (English) Zbl 1422.60109 Adv. Difference Equ. 2015, Paper No. 113, 12 p. (2015). MSC: 60H10 65L20 34F05 65C30 65C99 PDF BibTeX XML Cite \textit{Z. Yin} and \textit{S. Gan}, Adv. Difference Equ. 2015, Paper No. 113, 12 p. (2015; Zbl 1422.60109) Full Text: DOI
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. (English) Zbl 1403.91346 Mod. Stoch., Theory Appl. 2, No. 4, 355-369 (2015). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G20 91G60 60H35 60G44 60H10 PDF BibTeX XML Cite \textit{S. Kuchuk-Iatsenko} and \textit{Y. Mishura}, Mod. Stoch., Theory Appl. 2, No. 4, 355--369 (2015; Zbl 1403.91346) Full Text: DOI arXiv
Lin, Da; Liu, Jia-Ming; Zhang, Fuchen Adaptive outer synchronization of delay-coupled nonidentical complex networks in the presence of intrinsic time delay and circumstance noise. (English) Zbl 1345.34096 Nonlinear Dyn. 80, No. 1-2, 117-128 (2015). MSC: 34D06 93C40 34K35 34K50 93E35 PDF BibTeX XML Cite \textit{D. Lin} et al., Nonlinear Dyn. 80, No. 1--2, 117--128 (2015; Zbl 1345.34096) Full Text: DOI
Duran, Ahmet; İzgi, Burhaneddin Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm. (English) Zbl 1305.65014 J. Comput. Appl. Math. 281, 126-134 (2015). MSC: 65C30 91B70 91G60 PDF BibTeX XML Cite \textit{A. Duran} and \textit{B. İzgi}, J. Comput. Appl. Math. 281, 126--134 (2015; Zbl 1305.65014) Full Text: DOI
Ibrahim, Siti Nur Iqmal; O’Hara, John G.; Constantinou, Nick Pricing extendible options using the fast Fourier transform. (English) Zbl 1407.91272 Math. Probl. Eng. 2014, Article ID 831470, 7 p. (2014). MSC: 91G60 91G20 65T50 PDF BibTeX XML Cite \textit{S. N. I. Ibrahim} et al., Math. Probl. Eng. 2014, Article ID 831470, 7 p. (2014; Zbl 1407.91272) Full Text: DOI
Boychuk, M. V.; Semchuk, A. R. Stochastic modeling of the full cycle of one-product macroeconomy of growth. (English. Russian original) Zbl 1298.91106 Cybern. Syst. Anal. 49, No. 2, 295-302 (2013); translation from Kibern. Sist. Anal. 2013, No. 2, 156-163 (2013). MSC: 91B62 91B70 PDF BibTeX XML Cite \textit{M. V. Boychuk} and \textit{A. R. Semchuk}, Cybern. Syst. Anal. 49, No. 2, 295--302 (2013; Zbl 1298.91106); translation from Kibern. Sist. Anal. 2013, No. 2, 156--163 (2013) Full Text: DOI
Wang, Peng; Li, Yong Split-step forward methods for stochastic differential equations. (English) Zbl 1185.60066 J. Comput. Appl. Math. 233, No. 10, 2641-2651 (2010). MSC: 60H10 60H35 65L20 PDF BibTeX XML Cite \textit{P. Wang} and \textit{Y. Li}, J. Comput. Appl. Math. 233, No. 10, 2641--2651 (2010; Zbl 1185.60066) Full Text: DOI
Safique Ahmad, Sk.; Chandra Parida, Nigam; Raha, Soumyendu The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations. (English) Zbl 1177.65018 J. Comput. Phys. 228, No. 22, 8263-8282 (2009). MSC: 65C30 60H10 60H35 34F05 65L20 PDF BibTeX XML Cite \textit{Sk. Safique Ahmad} et al., J. Comput. Phys. 228, No. 22, 8263--8282 (2009; Zbl 1177.65018) Full Text: DOI
Wang, Peng; Liu, Zhenxin Split-step backward balanced Milstein methods for stiff stochastic systems. (English) Zbl 1166.65003 Appl. Numer. Math. 59, No. 6, 1198-1213 (2009). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 60H35 65L20 PDF BibTeX XML Cite \textit{P. Wang} and \textit{Z. Liu}, Appl. Numer. Math. 59, No. 6, 1198--1213 (2009; Zbl 1166.65003) Full Text: DOI
Roy, D.; Saha, Nilanjan; Dash, M. K. Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators. (English) Zbl 1145.70324 Appl. Math. Modelling 32, No. 9, 1657-1681 (2008). MSC: 70L05 34C10 34F05 60H10 PDF BibTeX XML Cite \textit{D. Roy} et al., Appl. Math. Modelling 32, No. 9, 1657--1681 (2008; Zbl 1145.70324) Full Text: DOI
Kim, Dongjin; Stanescu, Dan Low-storage Runge-Kutta methods for stochastic differential equations. (English) Zbl 1157.65007 Appl. Numer. Math. 58, No. 10, 1479-1502 (2008). Reviewer: Grigori N. Milstein (Ekaterinburg) MSC: 65C30 60H10 60H35 65L06 34F05 PDF BibTeX XML Cite \textit{D. Kim} and \textit{D. Stanescu}, Appl. Numer. Math. 58, No. 10, 1479--1502 (2008; Zbl 1157.65007) Full Text: DOI
Gilsing, Hagen; Shardlow, Tony SDELab: A package for solving stochastic differential equations in MATLAB. (English) Zbl 1116.65005 J. Comput. Appl. Math. 205, No. 2, 1002-1018 (2007). MSC: 65C30 60H10 60H35 65Y15 60H05 PDF BibTeX XML Cite \textit{H. Gilsing} and \textit{T. Shardlow}, J. Comput. Appl. Math. 205, No. 2, 1002--1018 (2007; Zbl 1116.65005) Full Text: DOI
Scheicher, Klaus Complexity and effective dimension of discrete Lévy areas. (English) Zbl 1123.65005 J. Complexity 23, No. 2, 152-168 (2007). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H10 60H35 34F05 65L60 65Y20 PDF BibTeX XML Cite \textit{K. Scheicher}, J. Complexity 23, No. 2, 152--168 (2007; Zbl 1123.65005) Full Text: DOI
Esteban-Bravo, M.; Vidal-Sanz, J. M. Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm. (English) Zbl 1137.65311 Comput. Math. Appl. 52, No. 1-2, 137-160 (2006). MSC: 65C30 60H10 60H35 91G60 PDF BibTeX XML Cite \textit{M. Esteban-Bravo} and \textit{J. M. Vidal-Sanz}, Comput. Math. Appl. 52, No. 1--2, 137--160 (2006; Zbl 1137.65311) Full Text: DOI
Roy, D.; Dash, M. K. A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions. (English) Zbl 1163.70325 Appl. Math. Modelling 29, No. 10, 913-937 (2005). MSC: 70L05 37M99 65C30 PDF BibTeX XML Cite \textit{D. Roy} and \textit{M. K. Dash}, Appl. Math. Modelling 29, No. 10, 913--937 (2005; Zbl 1163.70325) Full Text: DOI
Konakov, Valentin; Mammen, Enno Edgeworth-type expansions for transition densities of Markov chains converging to diffusions. (English) Zbl 1098.60069 Bernoulli 11, No. 4, 591-641 (2005). Reviewer: Henri Schurz (Carbondale) MSC: 60J05 60G35 60H10 60J60 PDF BibTeX XML Cite \textit{V. Konakov} and \textit{E. Mammen}, Bernoulli 11, No. 4, 591--641 (2005; Zbl 1098.60069) Full Text: DOI
Ewald, B. D.; Témam, R. Analysis of stochastic numerical schemes for the evolution equations of geophysics. (English) Zbl 1106.65303 Appl. Math. Lett. 16, No. 8, 1223-1229 (2003). MSC: 65C30 60H10 86-08 PDF BibTeX XML Cite \textit{B. D. Ewald} and \textit{R. Témam}, Appl. Math. Lett. 16, No. 8, 1223--1229 (2003; Zbl 1106.65303) Full Text: DOI
Hofmann, Norbert; Müller-Gronbach, Thomas; Ritter, Klaus Linear vs standard information for scalar stochastic differential equations. (English) Zbl 1008.65005 J. Complexity 18, No. 2, 394-414 (2002). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 60H10 60H35 PDF BibTeX XML Cite \textit{N. Hofmann} et al., J. Complexity 18, No. 2, 394--414 (2002; Zbl 1008.65005) Full Text: DOI
Rydén, Tobias; Wiktorsson, Magnus On the simulation of iterated Itô integrals. (English) Zbl 1047.60052 Stochastic Processes Appl. 91, No. 1, 151-168 (2001). Reviewer: Bohdan Maslowski (Praha) MSC: 60H05 PDF BibTeX XML Cite \textit{T. Rydén} and \textit{M. Wiktorsson}, Stochastic Processes Appl. 91, No. 1, 151--168 (2001; Zbl 1047.60052) Full Text: DOI
Wiktorsson, Magnus Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions. (English) Zbl 1019.60053 Ann. Appl. Probab. 11, No. 2, 470-487 (2001). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H05 60H10 PDF BibTeX XML Cite \textit{M. Wiktorsson}, Ann. Appl. Probab. 11, No. 2, 470--487 (2001; Zbl 1019.60053) Full Text: DOI
Printems, Jacques On the discretization in time of parabolic stochastic partial differential equations. (English) Zbl 0991.60051 M2AN, Math. Model. Numer. Anal. 35, No. 6, 1055-1078 (2001). Reviewer: Eckhard Platen (Broadway) MSC: 60H15 60F25 65C20 PDF BibTeX XML Cite \textit{J. Printems}, M2AN, Math. Model. Numer. Anal. 35, No. 6, 1055--1078 (2001; Zbl 0991.60051) Full Text: DOI Numdam EuDML
Tian, Tianhai; Burrage, Kevin Implicit Taylor methods for stiff stochastic differential equations. (English) Zbl 0983.65007 Appl. Numer. Math. 38, No. 1-2, 167-185 (2001). Reviewer: Melvin D.Lax (Long Beach) MSC: 65C30 34F05 65L06 60H10 60H35 PDF BibTeX XML Cite \textit{T. Tian} and \textit{K. Burrage}, Appl. Numer. Math. 38, No. 1--2, 167--185 (2001; Zbl 0983.65007) Full Text: DOI
Newton, Nigel J. Observation sampling and quantisation for continuous-time estimators. (English) Zbl 1045.60060 Stochastic Processes Appl. 87, No. 2, 311-337 (2000). MSC: 60H10 65C05 65M99 93E20 PDF BibTeX XML Cite \textit{N. J. Newton}, Stochastic Processes Appl. 87, No. 2, 311--337 (2000; Zbl 1045.60060) Full Text: DOI
Debussche, Arnaud; Printems, Jacques Numerical simulation of the stochastic Korteweg-de Vries equation. (English) Zbl 0948.76038 Physica D 134, No. 2, 200-226 (1999). MSC: 76M10 76M35 76B25 35Q53 65C35 PDF BibTeX XML Cite \textit{A. Debussche} and \textit{J. Printems}, Physica D 134, No. 2, 200--226 (1999; Zbl 0948.76038) Full Text: DOI
Liu, Kai Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays. (English) Zbl 0912.60073 J. Math. Anal. Appl. 220, No. 1, 349-364 (1998). Reviewer: Henri Schurz (Bogotá) MSC: 60H15 60H99 35G10 35K25 93E03 PDF BibTeX XML Cite \textit{K. Liu}, J. Math. Anal. Appl. 220, No. 1, 349--364 (1998; Zbl 0912.60073) Full Text: DOI
Denk, G.; Schäffler, S. Adams methods for the efficient solution of stochastic differential equations with additive noise. (English) Zbl 0893.65074 Computing 59, No. 2, 153-161 (1997). Reviewer: E.Platen (Canberra) MSC: 65C99 60H10 65L06 65L05 PDF BibTeX XML Cite \textit{G. Denk} and \textit{S. Schäffler}, Computing 59, No. 2, 153--161 (1997; Zbl 0893.65074) Full Text: DOI
Ogawa, Shigeyoshi Some problems in the simulation of nonlinear diffusion processes. (English) Zbl 0824.60064 Math. Comput. Simul. 38, No. 1-3, 217-223 (1995). MSC: 60H10 65C05 PDF BibTeX XML Cite \textit{S. Ogawa}, Math. Comput. Simul. 38, No. 1--3, 217--223 (1995; Zbl 0824.60064) Full Text: DOI
Pedrizzetti, Gianni; Novikov, Evgeny A. On Markov modelling of turbulence. (English) Zbl 0822.76046 J. Fluid Mech. 280, 69-93 (1994). MSC: 76F99 76M35 60K40 PDF BibTeX XML Cite \textit{G. Pedrizzetti} and \textit{E. A. Novikov}, J. Fluid Mech. 280, 69--93 (1994; Zbl 0822.76046) Full Text: DOI
Kloeden, P. E.; Platen, E. Higher-order implicit strong numerical schemes for stochastic differential equations. (English) Zbl 0925.65261 J. Stat. Phys. 66, No. 1-2, 283-314 (1992). MSC: 65C99 60H10 65L06 PDF BibTeX XML Cite \textit{P. E. Kloeden} and \textit{E. Platen}, J. Stat. Phys. 66, No. 1--2, 283--314 (1992; Zbl 0925.65261) Full Text: DOI
Lépingle, Dominique; Ribémont, Bernard Un schéma multipas d’approximation de l’équation de Langevin. (A multistep approximation method for the Langevin equation). (French) Zbl 0731.60051 Stochastic Processes Appl. 37, No. 1, 61-69 (1991). Reviewer: C.A.Braumann (Evora) MSC: 60H10 65C99 65C05 68U20 PDF BibTeX XML Cite \textit{D. Lépingle} and \textit{B. Ribémont}, Stochastic Processes Appl. 37, No. 1, 61--69 (1991; Zbl 0731.60051) Full Text: DOI
Nakazawa, Hiroshi Numerical procedures for sample structures on stochastic differential equations. (English) Zbl 0716.65136 J. Math. Phys. 31, No. 8, 1978-1990 (1990). Reviewer: M.D.Lax MSC: 65C99 65L05 34F05 60H10 PDF BibTeX XML Cite \textit{H. Nakazawa}, J. Math. Phys. 31, No. 8, 1978--1990 (1990; Zbl 0716.65136) Full Text: DOI
Serrano, Sergio E.; Unny, T. E. Random evolution equations in hydrology. (English) Zbl 0706.76107 Appl. Math. Comput. 39, No. 3, Suppl., 97s-122s (1990). MSC: 76S05 76A05 35R60 60H15 PDF BibTeX XML Cite \textit{S. E. Serrano} and \textit{T. E. Unny}, Appl. Math. Comput. 39, No. 3, 97s-122s (1990; Zbl 0706.76107) Full Text: DOI
Serrano, Sergio E.; Unny, T. E. Random evolution equations in hydrology. (English) Zbl 0699.76110 Appl. Math. Comput. 38, No. 3, 201-226 (1990). MSC: 76S05 60H15 35R60 PDF BibTeX XML Cite \textit{S. E. Serrano} and \textit{T. E. Unny}, Appl. Math. Comput. 38, No. 3, 201--226 (1990; Zbl 0699.76110) Full Text: DOI
Kloeden, P. E.; Platen, E. A survey of numerical methods for stochastic differential equations. (English) Zbl 0701.60054 Stochastic Hydrology Hydraul. 3, No. 3, 155-178 (1989). Reviewer: M.D.Lax MSC: 60H10 65C99 65-02 PDF BibTeX XML Cite \textit{P. E. Kloeden} and \textit{E. Platen}, Stochastic Hydrology Hydraul. 3, No. 3, 155--178 (1989; Zbl 0701.60054) Full Text: DOI
Barry, Marian R.; Boyce, William E. Numerical solution of a class of random boundary value problems. (English) Zbl 0401.65084 J. Math. Anal. Appl. 67, 96-119 (1979). MSC: 65C99 65L10 60H10 34F05 PDF BibTeX XML Cite \textit{M. R. Barry} and \textit{W. E. Boyce}, J. Math. Anal. Appl. 67, 96--119 (1979; Zbl 0401.65084) Full Text: DOI