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Chalmers, Graeme D.

Co-Author Distance
Author ID: chalmers.graeme-d Recent zbMATH articles by "Chalmers, Graeme D."
Published as: Chalmers, Graeme D.
Documents Indexed: 3 Publications since 2008
Co-Authors: 1 Co-Author with 3 Joint Publications
64 Co-Co-Authors

Co-Authors

0 single-authored
3 Higham, Desmond J.

Serials

1 SIAM Journal on Scientific Computing
1 Journal of Difference Equations and Applications
1 Discrete and Continuous Dynamical Systems. Series B

Fields

3 Probability theory and stochastic processes (60-XX)
3 Numerical analysis (65-XX)
2 Ordinary differential equations (34-XX)
2 Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

3 Publications have been cited 41 times in 36 Documents Cited by ▼ Year ▼
Asymptotic stability of a jump-diffusion equation and its numerical approximation. Zbl 1190.65010
Chalmers, Graeme D.; Higham, Desmond J.
19
2008
Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes. Zbl 1148.65005
Chalmers, Graeme D.; Higham, Desmond J.
13
2008
First and second moment reversion for a discretized square root process with jumps. Zbl 1188.91241
Chalmers, Graeme D.; Higham, Desmond J.
9
2010
First and second moment reversion for a discretized square root process with jumps. Zbl 1188.91241
Chalmers, Graeme D.; Higham, Desmond J.
9
2010
Asymptotic stability of a jump-diffusion equation and its numerical approximation. Zbl 1190.65010
Chalmers, Graeme D.; Higham, Desmond J.
19
2008
Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes. Zbl 1148.65005
Chalmers, Graeme D.; Higham, Desmond J.
13
2008
all cited Publications top 5 cited Publications
all top 5

Cited by 58 Authors

5 Gan, Siqing
5 Tan, Jianguo
4 Guo, Yongfeng
4 Wang, Xiaojie
3 Jiang, Feng
3 Men, Weiwei
3 Scalone, Carmela
3 Yang, Xu
2 Hu, Lin
2 Rathinasamy, Anandaraman
2 Ren, Quanwei
2 Shen, Yi
2 Wu, Fuke
2 Yang, Hua
2 Zhao, Weidong
1 Buckwar, Evelyn
1 Chen, Yang
1 D’Ambrosio, Raffaele
1 Di Giovacchino, Stefano
1 Du, Qinghui
1 Du, Ying
1 Fatemion Aghda, A. S.
1 Hosseini, Seyed Mohammad
1 Hu, Yang
1 Huo, Xiaoming
1 Li, Dinggen
1 Li, Haibo
1 Li, Longsuo
1 Li, Qiyong
1 Li, Renfu
1 Liu, Lei
1 Liu, Mingzhu
1 Lu, Yulan
1 Malham, Simon J. A.
1 Mao, Wei
1 Mao, Xuerong
1 Mei, Changlin
1 Moradi, Afsaneh
1 Mu, Zhiming
1 Riedler, Martin Georg
1 Song, Minghui
1 Tahmasebi, Mahdieh
1 Tian, Hongjiong
1 Tian, Tianhai
1 Wang, Chaoli
1 Wang, Desheng
1 Wang, Hongli
1 Wang, Mengchao
1 Wei, Mao
1 Wiese, Anke
1 Yang, Zhixin
1 You, Surong
1 Zhang, Qimin
1 Zhang, Yu
1 Zhang, Yuanyuan
1 Zhao, Yuying
1 Zhou, Shaobo
1 Zong, Xiaofeng
all top 5

Cited in 21 Serials

7 Journal of Computational and Applied Mathematics
5 Applied Numerical Mathematics
2 Applied Mathematics and Computation
2 Numerical Algorithms
2 International Journal of Computer Mathematics
2 Mathematical Problems in Engineering
2 Advances in Difference Equations
1 International Journal of Theoretical Physics
1 Journal of the Franklin Institute
1 BIT
1 Calcolo
1 Mathematics and Computers in Simulation
1 Stochastic Analysis and Applications
1 Journal of Computational Mathematics
1 Journal of Difference Equations and Applications
1 Abstract and Applied Analysis
1 International Journal of Theoretical and Applied Finance
1 Communications in Nonlinear Science and Numerical Simulation
1 Journal of Applied Mathematics and Computing
1 Advances in Applied Mathematics and Mechanics
1 The Scientific World Journal. Probability and Statistics
all top 5

Cited in 7 Fields

32 Probability theory and stochastic processes (60-XX)
31 Numerical analysis (65-XX)
9 Ordinary differential equations (34-XX)
7 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Statistics (62-XX)
2 Systems theory; control (93-XX)
1 Partial differential equations (35-XX)

Citations by Year