| Publication | Date of Publication | Type |
|---|
Numerical analysis of BIMs for stochastic SIR and SIS models with variable contact diffusion rates
Journal of Mathematical Biology | 2026-06-03 | Paper |
Logistic stochastic differential equations with power-law
Journal of Computational Mathematics | 2026-04-23 | Paper |
Optimal mean square E-stability of some balanced midpoint Milstein methods for stochastic differential equations in \(\mathbb{C}^1\)
BIT | 2026-03-11 | Paper |
Local p-th mean stability of scalar SDEs with infinite memory by contraction mapping principle on weak Banach spaces
Aequationes Mathematicae | 2026-02-27 | Paper |
Existence, uniqueness and Hölder-continuity of L^p-solutions of stochastic neutral integro-differential equations with infinite memory
Arabian Journal of Mathematics | 2025-11-28 | Paper |
Numeric and dynamic B-stability, exact-monotone and asymptotic two-point behavior of theta methods for stochastic differential equations
Journal of Stochastic Analysis | 2025-09-30 | Paper |
Mean square A- and L-stability of balanced midpoint Milstein methods for one-dimensional bi-linear stochastic differential equations
European Journal of Mathematics | 2025-07-08 | Paper |
Analysis of stochastic SEIR(S) models with random total populations and variable diffusion rates
Electronic Journal of Qualitative Theory of Differential Equations | 2025-03-19 | Paper |
A brief review on stability investigations of numerical methods for systems of stochastic differential equations
Networks and Heterogeneous Media | 2024-07-15 | Paper |
Nonlinear stochastic wave equations in 1D with fractional Laplacian, power-law nonlinearity and additive Q-regular noise
Results in Applied Mathematics | 2024-01-11 | Paper |
Existence, uniqueness, and stability of Fourier series solutions of stochastic wave equations with cubic nonlinearities in 3D
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2022-12-08 | Paper |
Existence, uniqueness, and energy of approximate Fourier solutions of modified stochastic sine-Gordon equation with power-law nonlinearity in 1D
International Journal of Applied and Computational Mathematics | 2022-03-15 | Paper |
| scientific article; zbMATH DE number 7083560 (Why is no real title available?) | 2019-07-19 | Paper |
Existence, uniqueness, and energy of modified stochastic sine-Gordon equation with multiplicative noise on one-dimensional domain
Probability on Algebraic and Geometric Structures | 2019-07-19 | Paper |
Stability of stochastic SIS model with disease deaths and variable diffusion rates
Electronic Journal of Qualitative Theory of Differential Equations | 2019-06-12 | Paper |
Algorithmic solution of stochastic differential equations
Algorithms | 2018-08-20 | Paper |
Stochastic asymptotic stability of SIR model with variable diffusion rates
Journal of Dynamics and Differential Equations | 2015-04-16 | Paper |
Stochastic wave equations with cubic nonlinearity and Q-regular additive noise in \(\mathbb R^2\)
Discrete and Continuous Dynamical Systems | 2015-03-02 | Paper |
Existence, uniqueness, and stability of stochastic wave equation with cubic nonlinearities in two dimensions
Journal of Mathematical Analysis and Applications | 2015-01-26 | Paper |
Stochastic heat equations with cubic nonlinearity and additive space-time noise in 2D
Discrete and Continuous Dynamical Systems | 2015-01-21 | Paper |
| Nonlinear stochastic wave equations in \(\mathbb{R}^1\) with power-law nonlinearity and additive space-time noise | 2014-10-15 | Paper |
Almost sure asymptotic stability and convergence of stochastic theta methods applied to systems of linear SDEs in R^d
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
Stochastic Differential Equations and Processes | 2012-09-21 | Paper |
Theoretic design of differential minimax controllers for stochastic cellular neural networks
Neural Networks | 2012-08-30 | Paper |
Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝ<sup><i>d</i></sup>driven by<i>L</i><sup>2</sup>-martingales
Journal of Difference Equations and Applications | 2012-08-17 | Paper |
| On an exponential martingale approach to almost sure stability of Itô SDEs in \(\mathbb{R}^1\) | 2011-10-11 | Paper |
| Mean square convergence of stochastic -methods for nonlinear neutral stochastic differential delay equations | 2011-03-31 | Paper |
Analysis of noise-induced transitions for Hopf system with additive and multiplicative random disturbances
Chaos, Solitons and Fractals | 2010-10-28 | Paper |
| On the oscillation of solutions of stochastic difference equations | 2010-10-22 | Paper |
| Nonlinear stochastic heat equations with cubic nonlinearities and additive \(Q\)-regular noise in \(\mathbb{R}^1\) | 2010-09-27 | Paper |
| Nonlinear stochastic heat equations with cubic nonlinearities and additive \(Q\)-regular noise in \(\mathbb{R}^1\) | 2010-09-27 | Paper |
Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise
Journal of Difference Equations and Applications | 2010-07-07 | Paper |
On positivity and boundedness of solutions of nonlinear stochastic difference equations
Discrete and Continuous Dynamical Systems | 2010-04-12 | Paper |
| scientific article; zbMATH DE number 5608707 (Why is no real title available?) | 2009-09-29 | Paper |
Analysis and discretization of semi-linear stochastic wave equations with cubic nonlinearity and additive space-time noise
Discrete and Continuous Dynamical Systems. Series S | 2008-09-29 | Paper |
Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations
SIAM Journal on Scientific Computing | 2008-08-01 | Paper |
Almost sure stability of some stochastic dynamical systems with memory
Discrete and Continuous Dynamical Systems | 2008-07-29 | Paper |
Dissipation of mean energy of discretized linear oscillators under random perturbations
Discrete and Continuous Dynamical Systems | 2008-07-29 | Paper |
Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2008-02-22 | Paper |
| scientific article; zbMATH DE number 5234214 (Why is no real title available?) | 2008-02-11 | Paper |
Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
Journal of Computational and Applied Mathematics | 2007-09-18 | Paper |
| scientific article; zbMATH DE number 5157256 (Why is no real title available?) | 2007-05-29 | Paper |
Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with H-regular noise
Journal of Mathematical Analysis and Applications | 2007-05-23 | Paper |
Balanced Milstein Methods for Ordinary SDEs
Monte Carlo Methods and Applications | 2006-09-13 | Paper |
| Waveform relaxation methods for stochastic differential equations | 2006-07-25 | Paper |
| An axiomatic approach to numerical approximations of stochastic processes | 2006-07-25 | Paper |
| Stochastic-\(\alpha\) calculus, a fundamental theorem and Burkholder-Davis-Gundy-type estimates | 2006-06-19 | Paper |
A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability
Mathematical Biosciences | 2005-09-28 | Paper |
Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes
ETNA - Electronic Transactions on Numerical Analysis | 2005-09-19 | Paper |
Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes
ETNA - Electronic Transactions on Numerical Analysis | 2005-09-19 | Paper |
Global asymptotic stability of solutions of cubic stochastic difference equations
Advances in Difference Equations | 2005-09-13 | Paper |
| scientific article; zbMATH DE number 2182375 (Why is no real title available?) | 2005-06-23 | Paper |
| scientific article; zbMATH DE number 2182370 (Why is no real title available?) | 2005-06-23 | Paper |
Almost sure asymptotic stability of drift-implicit -methods for bilinear ordinary stochastic differential equations in R^1
Journal of Computational and Applied Mathematics | 2005-06-01 | Paper |
General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\)
ETNA - Electronic Transactions on Numerical Analysis | 2004-02-25 | Paper |
General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\)
ETNA - Electronic Transactions on Numerical Analysis | 2004-02-25 | Paper |
Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity
Stochastic Analysis and Applications | 2003-07-14 | Paper |
On moment-dissipative stochastic dynamical systems
Dynamic Systems and Applications | 2003-05-15 | Paper |
| Numerical analysis of stochastic differential equations without tears | 2002-10-21 | Paper |
Effects of distributed delays on the stability of structures under seismic excitation and multiplicative noise.
Sādhanā | 2002-02-18 | Paper |
Moment attractivity, stability and contractivity exponents of stochastic dynamical systems
Discrete and Continuous Dynamical Systems | 2001-07-02 | Paper |
Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process
Stochastic Analysis and Applications | 2000-02-20 | Paper |
| scientific article; zbMATH DE number 1286077 (Why is no real title available?) | 1999-05-11 | Paper |
| scientific article; zbMATH DE number 1286102 (Why is no real title available?) | 1999-05-11 | Paper |
| scientific article; zbMATH DE number 1225896 (Why is no real title available?) | 1998-11-22 | Paper |
| scientific article; zbMATH DE number 1216399 (Why is no real title available?) | 1998-11-01 | Paper |
Balanced Implicit Methods for Stiff Stochastic Systems
SIAM Journal on Numerical Analysis | 1998-05-12 | Paper |
THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 1997-12-04 | Paper |
| scientific article; zbMATH DE number 1080301 (Why is no real title available?) | 1997-10-28 | Paper |
On effects of discretization on estimators of drift parameters for diffusion processes
Journal of Applied Probability | 1997-05-04 | Paper |
| scientific article; zbMATH DE number 954636 (Why is no real title available?) | 1997-02-23 | Paper |
Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise
Stochastic Analysis and Applications | 1996-12-16 | Paper |
| scientific article; zbMATH DE number 431865 (Why is no real title available?) | 1994-03-14 | Paper |
Numerical solution of SDE through computer experiments. Including floppy disk
Universitext | 1994-01-16 | Paper |
