Angel Tocino

Multiple stochastic integrals with Mathematica

Angel Tocino, Á. Tocino, 2009, Math. Comput. Simul..

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

Angel Tocino, M. J. Senosiain, Á. Tocino, 2012, J. Comput. Appl. Math..

Two-step Milstein schemes for stochastic differential equations

Angel Tocino, M. J. Senosiain, Á. Tocino, 2015, Numerical Algorithms.

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

Angel Tocino, M. J. Senosiain, Á. Tocino, 2014, J. Comput. Appl. Math..

Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations

Angel Tocino, R. Zeghdane, L. Abbaoui, 2011, J. Comput. Appl. Math..

Two-step strong order 1.5 schemes for stochastic differential equations

Angel Tocino, M. J. Senosiain, Á. Tocino, 2017, Numerical Algorithms.

Simplified order 4.0 weak Taylor schemes for additive noise

Angel Tocino, 2009, J. Comput. Appl. Math..