Numerical solutions to stochastic differential and integral equations, Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations, mean-square convergence, discontinuous Galerkin method, Stochastic ordinary differential equations (aspects of stochastic analysis), Probabilistic models, generic numerical methods in probability and statistics, Wong-Zakai approximation, A-stability, convergence order, Stability and convergence of numerical methods for ordinary differential equations, Computational methods for stochastic equations (aspects of stochastic analysis), Itō stochastic differential equation