María Jesús
Senosiaín Aramendia
Investigadora ata 2024
Publicacións nas que colabora con María Jesús Senosiaín Aramendia (10)
2023
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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
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On the MS-stability of predictor–corrector schemes for stochastic differential equations
Mathematics and Computers in Simulation, Vol. 180, pp. 289-305
2020
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MS-Stability of nonnormal stochastic differential systems
Journal of Computational and Applied Mathematics, Vol. 379
2019
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MS-stability of non-normal stochastic differential systems
AIP Conference Proceedings
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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
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Two-step strong order 1.5 schemes for stochastic differential equations
Numerical Algorithms, Vol. 75, Núm. 4, pp. 973-1003
2015
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A review on numerical schemes for solving a linear stochastic oscillator
BIT Numerical Mathematics, Vol. 55, Núm. 2, pp. 515-529
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Two-step Milstein schemes for stochastic differential equations
Numerical Algorithms, Vol. 69, Núm. 3, pp. 643-665
2014
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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
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Mean-square stability analysis of numerical schemes for stochastic differential systems
Journal of Computational and Applied Mathematics, Vol. 236, Núm. 10, pp. 2660-2672