Dajana Conte, Raffaele D'Ambrosio, Giuseppe Giordano, Beatrice Paternoster. Continuous Extension of Euler-Maruyama Method for Stochastic Differential Equations. In Osvaldo Gervasi, Beniamino Murgante, Sanjay Misra, Chiara Garau, Ivan Blecic, David Taniar, Bernady O. Apduhan, Ana Maria A. C. Rocha, Eufemia Tarantino, Carmelo Maria Torre, editors, Computational Science and Its Applications - ICCSA 2021 - 21st International Conference, Cagliari, Italy, September 13-16, 2021, Proceedings, Part I. Volume 12949 of Lecture Notes in Computer Science, pages 135-145, Springer, 2021. [doi]
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