Publicaciones en las que colabora con María Jesús Senosiaín Aramendia (10)

2023

  1. A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift

    Numerical Algorithms, Vol. 93, Núm. 4, pp. 1543-1559

2021

  1. On the MS-stability of predictor–corrector schemes for stochastic differential equations

    Mathematics and Computers in Simulation, Vol. 180, pp. 289-305

2020

  1. MS-Stability of nonnormal stochastic differential systems

    Journal of Computational and Applied Mathematics, Vol. 379

2019

  1. MS-stability of non-normal stochastic differential systems

    AIP Conference Proceedings

  2. On the numerical integration of the undamped harmonic oscillator driven by independent additive gaussian white noises

    Applied Numerical Mathematics, Vol. 137, pp. 49-61

2017

  1. Two-step strong order 1.5 schemes for stochastic differential equations

    Numerical Algorithms, Vol. 75, Núm. 4, pp. 973-1003

2015

  1. A review on numerical schemes for solving a linear stochastic oscillator

    BIT Numerical Mathematics, Vol. 55, Núm. 2, pp. 515-529

  2. Two-step Milstein schemes for stochastic differential equations

    Numerical Algorithms, Vol. 69, Núm. 3, pp. 643-665

2014

  1. Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations

    Journal of Computational and Applied Mathematics, Vol. 260, pp. 337-348

2012

  1. Mean-square stability analysis of numerical schemes for stochastic differential systems

    Journal of Computational and Applied Mathematics, Vol. 236, Núm. 10, pp. 2660-2672