Second-order algorithm for the numerical integration of colored-noise problems
Author:
Publisher
American Physical Society (APS)
Subject
Atomic and Molecular Physics, and Optics
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevA.43.2649/fulltext
Reference9 articles.
1. Analytical and numerical studies of multiplicative noise
2. Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
3. Numerical simulations of stochastic differential equations
4. Fast, accurate algorithm for numerical simulation of exponentially correlated colored noise
5. Fast and precise algorithm for computer simulation of stochastic differential equations
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