Numerical Integration of Stochastic Differential Equations: The Heun Algorithm Revisited and the Itô-Stratonovich Calculus.

Mannella R

Open source

DOI
10.3390/e27090910
Published
2025 Aug 28
Container
Entropy (Basel, Switzerland)
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.3390/e27090910,
  title = {Numerical Integration of Stochastic Differential Equations: The Heun Algorithm Revisited and the Itô-Stratonovich Calculus.},
  author = {Mannella R},
  year = {2025},
  journal = {Entropy (Basel, Switzerland)},
  doi = {10.3390/e27090910},
  url = {https://doi.org/10.3390/e27090910}
}

RIS

TY  - JOUR
TI  - Numerical Integration of Stochastic Differential Equations: The Heun Algorithm Revisited and the Itô-Stratonovich Calculus.
AU  - Mannella R
PY  - 2025
JO  - Entropy (Basel, Switzerland)
DO  - 10.3390/e27090910
UR  - https://doi.org/10.3390/e27090910
ER  - 

APA

R, M. (2025). Numerical Integration of Stochastic Differential Equations: The Heun Algorithm Revisited and the Itô-Stratonovich Calculus.. Entropy (Basel, Switzerland). https://doi.org/10.3390/e27090910

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