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

Riccardo Mannella

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DOI: 10.3390/e27090910
Published: 2025-08-28
Container: Entropy
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/e27090910,
  title = {Numerical Integration of Stochastic Differential Equations: The Heun Algorithm Revisited and the Itô-Stratonovich Calculus},
  author = {Riccardo Mannella},
  year = {2025},
  journal = {Entropy},
  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  - Riccardo Mannella
PY  - 2025
JO  - Entropy
DO  - 10.3390/e27090910
UR  - https://doi.org/10.3390/e27090910
ER  -

APA

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

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crossref · retrieved 2026-11-10T07:03:49.963Z