Tocino, A.; Komori, Y.; Mitsui, T. Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method. (English) Zbl 07538457 Math. Comput. Simul. 199, 217-230 (2022). MSC: 81-XX 82-XX PDFBibTeX XMLCite \textit{A. Tocino} et al., Math. Comput. Simul. 199, 217--230 (2022; Zbl 07538457) Full Text: DOI
Senosiain, M. J.; Tocino, A. On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises. (English) Zbl 1407.65016 Appl. Numer. Math. 137, 49-61 (2019). MSC: 65C30 34F05 60H10 PDFBibTeX XMLCite \textit{M. J. Senosiain} and \textit{A. Tocino}, Appl. Numer. Math. 137, 49--61 (2019; Zbl 1407.65016) Full Text: DOI
de la Cruz, H.; Jimenez, J. C.; Zubelli, J. P. Locally linearized methods for the simulation of stochastic oscillators driven by random forces. (English) Zbl 1364.65021 BIT 57, No. 1, 123-151 (2017). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 34F05 60H35 PDFBibTeX XMLCite \textit{H. de la Cruz} et al., BIT 57, No. 1, 123--151 (2017; Zbl 1364.65021) Full Text: DOI
Senosiain, M. J.; Tocino, A. A review on numerical schemes for solving a linear stochastic oscillator. (English) Zbl 1322.65017 BIT 55, No. 2, 515-529 (2015). MSC: 65C30 65P10 60H35 60H10 65-02 PDFBibTeX XMLCite \textit{M. J. Senosiain} and \textit{A. Tocino}, BIT 55, No. 2, 515--529 (2015; Zbl 1322.65017) Full Text: DOI
Schurz, Henri Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods. (English) Zbl 1258.60042 Zili, Mounir (ed.) et al., Stochastic differential equations and processes. SAAP, Tunisia, October 7-9, 2010. Selected papers based on the presentations at the international conference on stochastic analysis and applied probability. Berlin: Springer (ISBN 978-3-642-22367-9/hbk; 978-3-642-22368-6/ebook). Springer Proceedings in Mathematics 7, 1-139 (2012). Reviewer: Martin Riedler (Wien) MSC: 60H35 65C30 60H10 PDFBibTeX XMLCite \textit{H. Schurz}, Springer Proc. Math. 7, 1--139 (2012; Zbl 1258.60042) Full Text: DOI
Schurz, Henri Algorithmic solution of stochastic differential equations. (English) Zbl 1461.65008 Algorithms (Basel) 3, No. 3, 216-223 (2010). MSC: 65C30 60H10 34F05 PDFBibTeX XMLCite \textit{H. Schurz}, Algorithms (Basel) 3, No. 3, 216--223 (2010; Zbl 1461.65008) Full Text: DOI