Cao, Yanzhao; Jiang, Ying; Xu, Yuesheng A fast discrete spectral method for stochastic partial differential equations. (English) Zbl 1386.60213 Adv. Comput. Math. 43, No. 5, 973-998 (2017). MSC: 60H15 41A63 78M22 PDFBibTeX XMLCite \textit{Y. Cao} et al., Adv. Comput. Math. 43, No. 5, 973--998 (2017; Zbl 1386.60213) Full Text: DOI
Cao, Yanzhao; Wu, Bin; Xu, Yuesheng A fast collocation method for solving stochastic integral equations. (English) Zbl 1202.65011 SIAM J. Numer. Anal. 47, No. 5, 3744-3767 (2009). MSC: 65C30 60H20 45R05 45B05 65Y20 PDFBibTeX XMLCite \textit{Y. Cao} et al., SIAM J. Numer. Anal. 47, No. 5, 3744--3767 (2009; Zbl 1202.65011) Full Text: DOI