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math.PR2020
Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments
Carlos M. Mora, Juan Carlos Jimenez, Monica Selva
We address the weak numerical solution of stochastic differential equations driven by independent Brownian motions (SDEs for short). This paper develops a new methodology to design…
math.PR2017
The infinitely many zeros of stochastic coupled oscillators driven by random forces
H. de la Cruz, J. C. Jimenez, R. J. Biscay
In this work, previous results concerning the infinitely many zeros of single stochastic oscillators driven by random forces are extended to the general class of coupled stochastic…