On the numerical integration of the undamped harmonic oscillator driven by independent additive gaussian white noises

  1. Senosiain, M.J.
  2. Tocino, A.
Journal:
Applied Numerical Mathematics

ISSN: 0168-9274

Year of publication: 2019

Volume: 137

Pages: 49-61

Type: Article

DOI: 10.1016/J.APNUM.2018.12.001 GOOGLE SCHOLAR