A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential ...

Stochastic fluid dynamics extends classical fluid mechanics by incorporating randomness and uncertainty directly into the governing equations. This approach utilises stochastic differential ...

Content: Stochastic processes in discrete and continuous time; Markov chains: Markov property, Chapman-Kolmogorov equation, classification of states, stationary distribution, examples of infinite ...

Rainer Buckdahn, Juan Li, Shige Peng, Catherine Rainer, MEAN-FIELD STOCHASTIC DIFFERENTIAL EQUATIONS AND ASSOCIATED PDES, The Annals of Probability, Vol. 45, No. 2 (March 2017), pp. 824-878 ...

Stochastic Fluid Dynamics and Differential Equations Publication Trend The graph below shows the total number of publications each year in Stochastic Fluid Dynamics and Differential Equations.