In this paper, we discuss the accuracy and complexity of various numerical techniques to solve the stochastic Landau-Lifshitz-Gilbert-Slonczewski (s-LLGS) equation. The s-LLGS equation is widely used by researchers to study the temporal evolution of the macrospin subject to spin torque and thermal noise. The numerical simulation of the s-LLGS equation requires an appropriate choice of stochasti...

Traditionally, stochastic differential equations used in the physical sciences have involved Gaussian white noise. ' In recent times, however, white noise has been replaced by colored noise in a variety of contexts. Laser noise problems and first passage time problems have been shown to necessitate the use of colored noise instead of white noise. Even the mathematical foundations for the theory...

This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure Itô and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite quadratic variation processes, Dirichlet and weak Dirichlet processes.

In the present investigation, numerical methods are developed for approximate solution of stochastic boundary-value problems. In particular, shooting methods are examined for numerically solving systems of Stratonovich boundary-value problems. It is proved that these methods accurately approximate the solutions of stochastic boundary-value problems. An error analysis of these methods is perform...