| Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations E Buckwar, Y Luchko Journal of Mathematical Analysis and Applications 227 (1), 81-97, 1998 | 378 | 1998 |
| Introduction to the numerical analysis of stochastic delay differential equations E Buckwar Journal of computational and applied mathematics 125 (1-2), 297-307, 2000 | 301 | 2000 |
| Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations CTH Baker, E Buckwar Journal of Computational and Applied Mathematics 184 (2), 404-427, 2005 | 273 | 2005 |
| Numerical analysis of explicit one-step methods for stochastic delay differential equations CTH Baker, E Buckwar LMS Journal of Computation and Mathematics 3, 315-335, 2000 | 235 | 2000 |
| Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations E Buckwar, C Kelly SIAM Journal on Numerical Analysis 48 (1), 298-321, 2010 | 129 | 2010 |
| Multistep methods for SDEs and their application to problems with small noise E Buckwar, R Winkler SIAM journal on numerical analysis 44 (2), 779-803, 2006 | 120 | 2006 |
| Continuous θ-methods for the stochastic pantograph equation CTH Baker, E Buckwar Electronic Transactions on Numerical Analysis 11, 131-151, 2000 | 111 | 2000 |
| An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution E Buckwar, MG Riedler Journal of mathematical biology 63 (6), 1051-1093, 2011 | 110 | 2011 |
| A comparative linear mean-square stability analysis of Maruyama-and Milstein-type methods E Buckwar, T Sickenberger Mathematics and Computers in Simulation 81 (6), 1110-1127, 2011 | 89 | 2011 |
| Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations G Berkolaiko, E Buckwar, C Kelly, A Rodkina LMS Journal of Computation and Mathematics 15, 71-83, 2012 | 69 | 2012 |
| Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation JAD Appleby, E Buckwar arXiv preprint arXiv:1607.00423, 2016 | 64 | 2016 |
| Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations E Buckwar, C Kelly Computers & Mathematics with Applications 65 (7), 2282–2293, 2012 | 61 | 2012 |
| A stochastic version of the Jansen and Rit neural mass model: Analysis and numerics M Ableidinger, E Buckwar, H Hinterleitner The Journal of Mathematical Neuroscience 7 (1), 8, 2017 | 57 | 2017 |
| Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations E Buckwar, R Horváth-Bokor, R Winkler BIT Numerical Mathematics 46 (2), 261-282, 2006 | 54 | 2006 |
| A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model E Buckwar, A Samson, M Tamborrino, I Tubikanec Applied Numerical Mathematics 179, 191-220, 2022 | 52 | 2022 |
| Weak approximation of stochastic differential delay equations E Buckwar, T Shardlow IMA journal of numerical analysis 25 (1), 57-86, 2005 | 51 | 2005 |
| Multi-step Maruyama methods for stochastic delay differential equations E Buckwar, R Winkler Stochastic analysis and applications 25 (5), 933-959, 2007 | 45 | 2007 |
| Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs E Buckwar, M Tamborrino, I Tubikanec Statistics and Computing 30 (3), 627-648, 2020 | 43 | 2020 |
| Runge-Kutta methods for jump-diffusion differential equations E Buckwar, MG Riedler Journal of Computational and Applied Mathematics 236 (6), 1155–1182, 2011 | 42 | 2011 |
| One-step approximations for stochastic functional differential equations E Buckwar Applied Numerical Mathematics 56 (5), 667-681, 2006 | 39 | 2006 |
Christopher T H BakerProfessor Manchester University and Chester UniversityVerified email at manchester.ac.uk
