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Numerical solution of differential equations with colored noise

https://doi.org/10.1007/bf02179457
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What this work says

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Noise-Induced Transitions
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Statistical Physics II
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Noise Induced Transitions
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Statistical Physics II
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Handbook of Stochastic Methods
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Handbook of Stochastic Methods
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Numerical Solution of Stochastic Differential Equations
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inferredcites →https://doi.org/10.1080/00107519008222014openalex-snapshot
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Weak Approximation of Solutions of Systems of Stochastic Differential Equations
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A Theorem on the Order of Convergence of Mean-Square Approximations of Solutions of Systems of Stochastic Differential Equations
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Numerical solution of stochastic differential equations

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Fast Numerical Integrator for Stochastic Differential Equations with Nonstationary Multiplicative Noise
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Simulation of Stochastic Differential Equations Through the Local Linearization Method. A Comparative Study
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