Numerical solution of the Stratonovich- and Ito-Euler equations: Application to the stochastic piston problem

Zhongqiang Zhang, Xiu Yang, Guang Lin, George E. Karniadakis. Numerical solution of the Stratonovich- and Ito-Euler equations: Application to the stochastic piston problem. J. Comput. Physics, 236:15-27, 2013. [doi]

Abstract

Abstract is missing.