Logan, J. D. (2004). Partial Differential Equations on Bounded Domains. Undergraduate Texts in Mathematics, 121-171. doi:10.1007/978-1-4419-8879-9_4
Wang, J. (1994). A Model of Competitive Stock Trading Volume. Journal of Political Economy, 102(1), 127-168. doi:10.1086/261924
Tsynkov, S. V. (1998). Numerical solution of problems on unbounded domains. A review. Applied Numerical Mathematics, 27(4), 465-532. doi:10.1016/s0168-9274(98)00025-7
[+]
Logan, J. D. (2004). Partial Differential Equations on Bounded Domains. Undergraduate Texts in Mathematics, 121-171. doi:10.1007/978-1-4419-8879-9_4
Wang, J. (1994). A Model of Competitive Stock Trading Volume. Journal of Political Economy, 102(1), 127-168. doi:10.1086/261924
Tsynkov, S. V. (1998). Numerical solution of problems on unbounded domains. A review. Applied Numerical Mathematics, 27(4), 465-532. doi:10.1016/s0168-9274(98)00025-7
Koleva, M. N. (2006). Numerical Solution of the Heat Equation in Unbounded Domains Using Quasi-uniform Grids. Lecture Notes in Computer Science, 509-517. doi:10.1007/11666806_58
Han, H., & Huang, Z. (2002). A class of artificial boundary conditions for heat equation in unbounded domains. Computers & Mathematics with Applications, 43(6-7), 889-900. doi:10.1016/s0898-1221(01)00329-7
Wu, X., & Sun, Z.-Z. (2004). Convergence of difference scheme for heat equation in unbounded domains using artificial boundary conditions. Applied Numerical Mathematics, 50(2), 261-277. doi:10.1016/j.apnum.2004.01.001
Cortés, J. C., Sevilla-Peris, P., & Jódar, L. (2005). Analytic-numerical approximating processes of diffusion equation with data uncertainty. Computers & Mathematics with Applications, 49(7-8), 1255-1266. doi:10.1016/j.camwa.2004.05.015
Casabán, M.-C., Cortés, J.-C., García-Mora, B., & Jódar, L. (2013). Analytic-Numerical Solution of Random Boundary Value Heat Problems in a Semi-Infinite Bar. Abstract and Applied Analysis, 2013, 1-9. doi:10.1155/2013/676372
Casabán, M.-C., Company, R., Cortés, J.-C., & Jódar, L. (2014). Solving the random diffusion model in an infinite medium: A mean square approach. Applied Mathematical Modelling, 38(24), 5922-5933. doi:10.1016/j.apm.2014.04.063
Villafuerte, L., Braumann, C. A., Cortés, J.-C., & Jódar, L. (2010). Random differential operational calculus: Theory and applications. Computers & Mathematics with Applications, 59(1), 115-125. doi:10.1016/j.camwa.2009.08.061
Øksendal, B. (2003). Stochastic Differential Equations. Universitext. doi:10.1007/978-3-642-14394-6
Kloeden, P. E., & Platen, E. (1992). Numerical Solution of Stochastic Differential Equations. doi:10.1007/978-3-662-12616-5
Holden, H., Øksendal, B., Ubøe, J., & Zhang, T. (2010). Stochastic Partial Differential Equations. doi:10.1007/978-0-387-89488-1
[-]