Browsing Projetos de Pesquisa Aplicada by Title "A Higher order and stable method for the numerical integration of Random Differential Equations"

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A Higher order and stable method for the numerical integration of Random Differential Equations

De la Cruz, Hugo; Jimenez, José Carlos
2014-11

Over the last few years there has been a growing and renovated interest in the numerical study of Random Differential Equations (RDEs). On one hand it is motivated by the fact that RDEs have played an important role in the ...