A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential ...

Random walks constitute one of the most fundamental models in the study of stochastic processes, representing systems that evolve in a sequence of random steps. Their applications range from modelling ...

Kardar-Parisi-Zhang (KPZ) equation: A nonlinear stochastic partial differential equation that describes the temporal evolution of growing interfaces, accounting for local growth, smoothing, and ...