Strathprints Home | Open Access | Browse | Search | User area | Copyright | Help | Library Home | SUPrimo

Browse by Author or Creator

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Item type | No Grouping
Jump to: Article
Number of items: 5.

Article

Mao, Xuerong and Szpruch, Lukasz (2013) Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients. Journal of Computational and Applied Mathematics, 238. pp. 14-28. ISSN 0377-0427

Szpruch, Lukasz and Mao, Xuerong and Higham, Desmond J. and Pan, Jiazhu (2011) Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. BIT Numerical Mathematics, 51. pp. 405-425. ISSN 0006-3835

Higham, Desmond J. and Intep, Somkid and Mao, Xuerong and Szpruch, Lukasz (2011) Hybrid simulation of autoregulation within transcription and translation. BIT Numerical Mathematics, 51 (1). pp. 177-196. ISSN 0006-3835

Wu, Fuke and Mao, Xuerong and Szpruch, Lukasz (2010) Almost sure exponential stability of numerical solutions for stochastic delay differential equations. Numerische Mathematik, 115 (4). pp. 681-697. ISSN 0945-3245

Szpruch, Lukasz and Higham, D.J. (2010) Comparing hitting time behaviour of Markov jump processes and their diffusion approximations. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 8 (2). pp. 605-621. ISSN 1540-3459

This list was generated on Fri Aug 1 01:31:13 2014 BST.