A new numerical method for SDEs and its application in circuit simulationPENSKI, C.Journal of computational and applied mathematics. 2000, Vol 115, Num 1-2, pp 461-470, issn 0377-0427Conference Paper

A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noiseKÜPPER, Dominique; KVAERNØ, Anne; RÖSSLER, Andreas et al.BIT (Nordisk Tidskrift for Informationsbehandling). 2012, Vol 52, Num 2, pp 437-455, issn 0006-3835, 19 p.Article

Local error estimates for moderately smooth problems: Part II-SDEs and SDAEs with small noiseSICKENBERGER, Thorsten; WEINMÜLLER, Ewa; WINKLER, Renate et al.BIT (Nordisk Tidskrift for Informationsbehandling). 2009, Vol 49, Num 1, pp 217-245, issn 0006-3835, 29 p.Article