Chien-Cheng Chang, Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients, Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 ...

Via a special transform and by using the techniques of the Malliavin calculus, we analyze the density of the solution to a stochastic differential equation with unbounded drift. Journal Information ...

On Tuesday, MIT researchers announced that they have devised a solution to a vexing computational bottleneck, not by widening the data pipeline, but by solving a differential equation that has ...