January 01, 2001 article An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations SIAM Review DOI: 10.1137/s0036144500378302 OpenAlex Authors 0 Author list not loaded yet. Cited by 4 stored of 3,203 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Consensus-Based Algorithms for Stochastic Optimization Problems 2025 SIAM Journal on Optimization article Computer Science Metaheuristic Optimization Algorithms Research Open access 2 citations Importance sampling for rare event tracking within the ensemble Kalman filtering framework 2025 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access 0 citations Micro-macro decomposition of particle swarm optimization methods 2025 Kinetic and Related Models article Computer Science Metaheuristic Optimization Algorithms Research Open access 0 citations An Adaptive Consensus Based Method for Multi-objective Optimization with Uniform Pareto Front Approximation 2023 Applied Mathematics & Optimization article Computer Science Advanced Multi-Objective Optimization Algorithms Open access 30 citations 4 results References 0