1. Numerical methods for stochastic computations. A spectral method approach;Xiu,2010
2. Spectral methods for uncertainty quantification: with applications to computational fluid dynamics;Le Maître,2010
3. Uncertainty quantification: theory, implementation, and applications;Smith,2013
4. Theory and methods for random differential equations: a survey;Jornet;SeMA J,2023
5. Stochastic differential equations: an introduction with applications;Øksendal,2013