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