We address the problem of approximating numerically the solutions (Xt : t âˆˆ [0, T ]) of stochastic evolution equations on Hilbert spaces (h, ã€ˆÂ·, Â·ã€‰), with respect to Brownian motions, arising in theâ€¦ (More)

We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called the direction and norm decomposition method, proposes toâ€¦ (More)

This paper develops weak exponential schemes for the numerical solution of stochastic differential equations (SDEs) with additive noise. In particular, this work provides first and second-orderâ€¦ (More)

The paper deals with the numerical solution of the nonlinear ItÃ´ stochastic differential equations (SDEs) appearing in the unravelling of quantum master equations. We first develop an exponentialâ€¦ (More)