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Modeling with Itô Stochastic Differential Equations
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Modeling with Itô Stochastic Differential Equations (2007)Modeling with Itô Stochastic Differential…Empirical demonstration of the Matthew effect in scientific research careers (2023)Empirical demonstration of th…The truncated EM method for stochastic differential equations with Poisson jumps (2019)The truncated EM method for s…Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty (2018)Computing the probability den…Analysis of random non-autonomous logistic-type differential equations via the Karhunen–Loève expansion and the Random Variable Transformation technique (2018)Analysis of random non-autono…Construction of Equivalent Stochastic Differential Equation Models (2008)Construction of Equivalent St…Introduction to stochastic differential equations (1988)Stochastic Differential Equations (2003)Numerical solution of stochastic differential equations (2016)Stochastic Differential Equations: An Introduction with Applications. (1987)Stochastic Finite Elements: A Spectral Approach (1991)Stochastic differential equations and applications (2008)Numerical Solution of Stochastic Differential Equations with Jumps in Finance (2010)An Introduction to Computational Stochastic PDEs (2014)The Matthew Effect in Science (1968)An Introduction to Statistical Modeling of Extreme Values (2001)Cumulative Advantage as a Mechanism for Inequality: A Review of Theoretical and Empirical Developments (2006)
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  • 2008Construction of Equivalent Stochastic Differential Equation Models170 cited
  • 2019The truncated EM method for stochastic differential equations with Poisson jumps44 cited
  • 2023Empirical demonstration of the Matthew effect in scientific research careers14 cited
  • 2018Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty13 cited
  • 2018Analysis of random non-autonomous logistic-type differential equations via the Karhunen–Loève expansion and the Random Variable Transformation technique11 cited

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