| Publication | Date of Publication | Type |
|---|
Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments
Applied Numerical Mathematics | 2023-07-03 | Paper |
Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes
Mathematics and Computers in Simulation | 2021-11-18 | Paper |
Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms
IMA Journal of Mathematical Control and Information | 2021-11-05 | Paper |
Bias reduction in the estimation of diffusion processes from discrete observations
IMA Journal of Mathematical Control and Information | 2021-10-20 | Paper |
Multiple shooting-local linearization method for the identification of dynamical systems
Communications in Nonlinear Science and Numerical Simulation | 2020-09-15 | Paper |
Efficient computation of phi-functions in exponential integrators
Journal of Computational and Applied Mathematics | 2020-03-23 | Paper |
Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes
Applied Mathematics and Computation | 2020-01-15 | Paper |
On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces
Statistics & Probability Letters | 2019-02-20 | Paper |
An estimation of distribution algorithm for the computation of innovation estimators of diffusion processes
(available as arXiv preprint) | 2018-04-06 | Paper |
| The infinitely many zeros of stochastic coupled oscillators driven by random forces | 2017-05-16 | Paper |
Locally linearized methods for the simulation of stochastic oscillators driven by random forces
BIT | 2017-03-02 | Paper |
Simplified formulas for the mean and variance of linear stochastic differential equations
Applied Mathematics Letters | 2016-05-30 | Paper |
Local linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems
Mathematical and Computer Modelling | 2015-02-19 | Paper |
Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise
Journal of Computational and Applied Mathematics | 2015-01-06 | Paper |
QR-based methods for computing Lyapunov exponents of stochastic differential equations
International Journal of Numerical Analysis and Modeling. Series B | 2012-08-28 | Paper |
Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise
BIT | 2012-07-31 | Paper |
High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
BIT | 2010-10-13 | Paper |
Rate of convergence of local linearization schemes for random differential equations
BIT | 2009-07-24 | Paper |
Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations
Computational Science – ICCS 2006 | 2008-12-09 | Paper |
Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps
Journal of Applied Probability | 2008-04-30 | Paper |
Computing multiple integrals involving matrix exponentials
Journal of Computational and Applied Mathematics | 2008-02-06 | Paper |
Numerical simulation of nonlinear dynamical systems driven by commutative noise
Journal of Computational Physics | 2007-11-01 | Paper |
Realistically Coupled Neural Mass Models Can Generate EEG Rhythms
Neural Computation | 2007-10-30 | Paper |
An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data
Journal of Time Series Analysis | 2007-05-29 | Paper |
A higher order local linearization method for solving ordinary differential equations
Applied Mathematics and Computation | 2007-03-12 | Paper |
Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview
Asia-Pacific Financial Markets | 2007-01-24 | Paper |
Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes
Journal of Computational and Applied Mathematics | 2006-10-30 | Paper |
Local Linear Approximations of Jump Diffusion Processes
Journal of Applied Probability | 2006-09-25 | Paper |
Rate of convergence of local linearization schemes for initial-value problems
Applied Mathematics and Computation | 2006-05-18 | Paper |
The local linearization method for numerical integration of random differential equations
BIT | 2005-10-18 | Paper |
Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations
Applied Mathematics Letters | 2005-09-27 | Paper |
A class of orthogonal integrators for stochastic differential equations
Journal of Computational and Applied Mathematics | 2005-06-30 | Paper |
Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise
International Journal of Control | 2004-08-17 | Paper |
Dynamic properties of the local linearization method for initial value problems.
Applied Mathematics and Computation | 2003-01-28 | Paper |
A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
Applied Mathematics and Computation | 2003-01-28 | Paper |
Local linearization method for the numerical solution of stochastic differential equations
Annals of the Institute of Statistical Mathematics | 2003-01-20 | Paper |
Approximation of continuous time stochastic processes by the local linearization method revisited
Stochastic Analysis and Applications | 2002-11-05 | Paper |
Linear estimation of continuous-discrete linear state space models with multiplicative noise
Systems & Control Letters | 2002-09-09 | Paper |
A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations
Applied Mathematics Letters | 2002-09-03 | Paper |
The role of the likelihood function in the estimating of chaos models
Journal of Time Series Analysis | 2001-10-09 | Paper |
Nonlinear EEG analysis based on a neural mass model
Biological Cybernetics | 2001-05-07 | Paper |
Simulation of stochastic differential equations through the local linearization method. A comparative study
Journal of Statistical Physics | 2000-01-27 | Paper |
Geometric selection of centers for radial basis function approximations involved in intensive computer simulations
Mathematics and Computers in Simulation | 1999-09-01 | Paper |
Parametric representation of anatomical structures of the human body by means of trigonometric interpolating sums
Journal of Computational Physics | 1997-10-19 | Paper |
Modeling the electroencephalogram by means of spatial spline smoothing and temporal autoregression
Biological Cybernetics | 1995-04-24 | Paper |
