SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...
Dynamic equations and time scale analysis offer a unifying framework for the study of systems evolving over time, whether in continuous, discrete, or hybrid settings. By integrating differential and ...