| Publication | Date of Publication | Type |
|---|
| An introduction to stochastic modeling (to appear) | 2025-07-28 | Paper |
Strong convergence of a class of adaptive numerical methods for SDEs with jumps
Mathematics and Computers in Simulation | 2025-04-25 | Paper |
Computation and simulation for finance. An introduction with Python
Springer Undergraduate Texts in Mathematics and Technology | 2024-06-11 | Paper |
An adaptive splitting method for the Cox-Ingersoll-Ross process
Applied Numerical Mathematics | 2023-06-20 | Paper |
Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients
BIT | 2023-06-05 | Paper |
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model
Journal of Computational and Applied Mathematics | 2022-04-05 | Paper |
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients
Numerical Algorithms | 2022-01-13 | Paper |
Stabilization of cycles with stochastic prediction-based and target-oriented control
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2020-12-10 | Paper |
On cubic difference equations with variable coefficients and fading stochastic perturbations
(available as arXiv preprint) | 2019-11-28 | Paper |
Adaptive time-stepping strategies for nonlinear stochastic systems
IMA Journal of Numerical Analysis | 2018-11-23 | Paper |
Stochastic stability analysis of a reduced galactic dynamo model with perturbed \(\alpha\)-effect
Physica A | 2018-11-13 | Paper |
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations
Journal of Computational and Applied Mathematics | 2018-01-12 | Paper |
Stabilisation of difference equations with noisy prediction-based control
Physica D | 2017-06-14 | Paper |
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation
Computers & Mathematics with Applications | 2016-09-27 | Paper |
Sharp pathwise asymptotic stability criteria for planar systems of linear stochastic difference equations
Discrete and Continuous Dynamical Systems | 2015-03-02 | Paper |
Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control
SIAM Journal on Applied Mathematics | 2014-07-31 | Paper |
Almost sure asymptotic stability analysis of the \(\theta\)-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
LMS Journal of Computation and Mathematics | 2014-07-11 | Paper |
Corrigendum: On the use of a discrete form of the Itô formula in the article ``Almost sure asymptotic stability analysis of the \(\theta\)-Maruyama method applied to a test system with stabilising and destabilising~stochastic~perturbations''
LMS Journal of Computation and Mathematics | 2014-07-11 | Paper |
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
Computers & Mathematics with Applications | 2013-07-25 | Paper |
| scientific article; zbMATH DE number 5896311 (Why is no real title available?) | 2011-05-18 | Paper |
Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations
SIAM Journal on Numerical Analysis | 2011-02-28 | Paper |
Preserving positivity in solutions of discretised stochastic differential equations
Applied Mathematics and Computation | 2010-10-25 | Paper |
| On the local dynamics of polynomial difference equations with fading stochastic perturbations | 2010-05-06 | Paper |
| A Monte-Carlo approach to the effect of noise on local stability in polynomial difference equations | 2010-02-08 | Paper |
Constrained stability and instability of polynomial difference equations with state-dependent noise
Discrete and Continuous Dynamical Systems. Series B | 2009-07-02 | Paper |
Positivity and stabilisation for nonlinear stochastic delay differential equations
Stochastics | 2009-03-03 | Paper |
Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay
Journal of Computational and Applied Mathematics | 2007-06-14 | Paper |
| Prevention of explosions in solutions of functional differential equations by noise perturbations | 2006-06-19 | Paper |
Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations
Electronic Communications in Probability | 2005-03-14 | Paper |
| scientific article; zbMATH DE number 2135074 (Why is no real title available?) | 2005-02-18 | Paper |
Strong convergence of a class of adaptive numerical methods for SDEs with jumps
(available as arXiv preprint) | N/A | Paper |
